James Hardie Industries PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 8.47 | |
| 0.1302 | 17.73 | |
| 0.9858 | 660.31 | |
| -0.0525 | -9.85 |
Estimation Period:
Jan 23, 1995 to Jul 3, 2025
Jan 23, 1995 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
Other James Hardie Industries PLC Analyses
Other EGARCH Analyses on Equities