James Hardie Industries PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:47.45% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8515 | 8.82 | |
| 0.0953 | 6.62 | |
| 0.7690 | 22.01 | |
| 0.0042 | 0.18 | |
| 0.0101 | 0.28 | |
| -0.0554 | -1.86 | |
| 0.1001 | 3.00 | |
| -0.1105 | -3.41 | |
| 0.0598 | 2.19 | |
| 0.0013 | 0.05 | |
| 0.0166 | 0.49 | |
| -0.0521 | -1.71 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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