Arcadium Lithium PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8015 | 4.41 | |
| 0.2524 | 2.12 | |
| 0.3061 | 1.92 | |
| -0.7600 | -0.32 | |
| 2.2835 | 0.66 | |
| -3.6068 | -1.40 | |
| 1.9763 | 0.85 | |
| 2.3545 | 1.05 | |
| -4.4511 | -1.60 | |
| 1.6952 | 0.64 | |
| 4.8092 | 2.66 | |
| -10.3998 | -6.14 | |
| 9.1660 | 5.96 |
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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