James Hardie Industries PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.26% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0823 | 17.50 | |
| 0.6350 | 20.20 | |
| 0.0313 | 3.68 | |
| 0.6408 | 0.27 | |
| 0.2796 | 0.27 | |
| 0.5757 | 0.36 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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