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 Thursday, June 19th, 2025:40.77% (+2.44%)

Analysis last updated: Thursday, June 19, 2025 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2126	6.56
$α$	0.0522	20.98
$β$	0.9801	302.61
$ν$	5.1026	5.62

Estimation Period:
Jan 2, 1990 to Jun 13, 2025