V-Lab: Piedmont Lithium Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Piedmont Lithium Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:91.57% (-0.09%)

Analysis last updated: Friday, May 17, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.2110	13.08
$β$	0.6108	22.15
$γ$	-0.1233	-6.40
$λ_{1}$	10.0000	0.31
$λ_{2}$	0.4970	0.28
$λ_{3}$	0.1195	0.04

Estimation Period:
Nov 7, 2017 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts