S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8550	9.14
$α$	0.0900	6.34
$β$	0.7693	21.12
$γ_{1}$	0.0060	0.26
$γ_{2}$	0.0093	0.27
$γ_{3}$	-0.0602	-2.10
$γ_{4}$	0.1088	3.35
$γ_{5}$	-0.1195	-3.74
$γ_{6}$	0.0643	2.40
$γ_{7}$	0.0073	0.27
$γ_{8}$	-0.0100	-0.25
$γ_{9}$	0.0244	0.33

V-Lab

James Hardie Industries PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:51.18% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other James Hardie Industries PLC Analyses