James Hardie Industries PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:32.11% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2967 | 6.05 | |
| 0.0505 | 21.06 | |
| 0.9817 | 309.50 | |
| 4.9860 | 5.76 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2025
Jan 2, 1990 to Dec 31, 2025
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