James Hardie Industries PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.14% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3094 | 5.98 | |
| 0.0499 | 21.12 | |
| 0.9822 | 314.31 | |
| 4.9946 | 5.75 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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