James Hardie Industries PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8481 | 2.09 | |
| 0.1324 | 6.30 | |
| 0.7607 | 25.72 | |
| 0.1804 | 1.15 | |
| -0.3531 | -1.73 | |
| 0.3609 | 4.05 | |
| -0.2888 | -3.89 | |
| 0.0988 | 1.50 | |
| 0.0032 | 0.05 | |
| 0.0377 | 0.65 | |
| -0.0193 | -0.27 | |
| -0.0564 | -0.48 |
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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