V-Lab: James Hardie Industries PLC GAS-GARCH Student T Volatility Analysis

V-Lab

James Hardie Industries PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:54.57% (+3.27%)

Analysis last updated: Saturday, August 23, 2025 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.3008	6.02
$α$	0.0516	20.66
$β$	0.9813	297.28
$ν$	5.0185	5.66

Estimation Period:
Jan 2, 1990 to Aug 22, 2025