James Hardie Industries PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0804 | 14.59 | |
| 0.8019 | 124.87 | |
| 0.0926 | 12.36 | |
| 0.0373 | 5.33 | |
| 0.0205 | 6.20 | |
| 0.9753 | 239.87 |
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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