James Hardie Industries PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:39.68% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3170 | 5.95 | |
| 0.0502 | 21.16 | |
| 0.9822 | 311.62 | |
| 4.9931 | 5.76 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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