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	param	t-stat
$ω$	0.8562	9.07
$α$	0.0888	6.28
$β$	0.7757	21.78
$γ_{1}$	0.0091	0.40
$γ_{2}$	0.0017	0.05
$γ_{3}$	-0.0494	-1.71
$γ_{4}$	0.0968	2.98
$γ_{5}$	-0.1112	-3.46
$γ_{6}$	0.0632	2.28
$γ_{7}$	-0.0006	-0.02
$γ_{8}$	0.0154	0.49
$γ_{9}$	-0.0504	-1.75

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James Hardie Industries PLC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other James Hardie Industries PLC Analyses