James Hardie Industries PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:44.71% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3126 | 5.96 | |
| 0.0506 | 20.97 | |
| 0.9819 | 306.37 | |
| 5.0029 | 5.72 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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