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, July 28th, 2025:39.52% (-0.22%)

Analysis last updated: Saturday, July 26, 2025 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2263	6.44
$α$	0.0515	21.02
$β$	0.9807	306.10
$ν$	5.1025	5.61

Estimation Period:
Jan 2, 1990 to Jul 25, 2025