Arcadium Lithium PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7762 | 11.73 | |
| 0.1740 | 7.01 | |
| 0.7339 | 37.23 | |
| 0.0622 | 1.25 |
Estimation Period:
Oct 11, 2018 to Feb 28, 2025
Oct 11, 2018 to Feb 28, 2025
News Impact Curve
Volatility Forecasts
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