James Hardie Industries PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1144 | 9.40 | |
| 0.0191 | 8.47 | |
| 0.9327 | 280.67 | |
| 0.0744 | 11.78 |
Estimation Period:
Jan 23, 1995 to Jul 3, 2025
Jan 23, 1995 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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