James Hardie Industries PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.25% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3211 | 5.91 | |
| 0.0497 | 21.11 | |
| 0.9824 | 313.96 | |
| 4.9755 | 5.77 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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