James Hardie Industries PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8126 | 2.03 | |
| 0.1318 | 6.31 | |
| 0.7620 | 25.87 | |
| 0.1640 | 1.02 | |
| -0.3249 | -1.56 | |
| 0.3396 | 3.77 | |
| -0.2723 | -3.67 | |
| 0.0876 | 1.33 | |
| 0.0097 | 0.16 | |
| 0.0341 | 0.62 | |
| -0.0174 | -0.32 | |
| -0.0563 | -1.16 |
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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