V-Lab: Piedmont Lithium Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Piedmont Lithium Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:85.10% (+1.07%)

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
$ω$	0.7202	5.64
$α$	0.1811	3.34
$β$	0.6711	8.63
$γ_{1}$	-0.1193	-1.73
$γ_{2}$	0.1461	1.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts