V-Lab: James Hardie Industries PLC GJR-GARCH Volatility Analysis

V-Lab

James Hardie Industries PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:37.24% (+2.91%)

Analysis last updated: Thursday, June 19, 2025 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2375	17.86
$α$	0.0496	13.45
$β$	0.8781	184.06
$γ$	0.0337	4.54

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts