V-Lab: James Hardie Industries PLC MF2-GARCH Volatility Analysis

V-Lab

James Hardie Industries PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:36.77% (-0.80%)

Analysis last updated: Saturday, July 26, 2025 at 08:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0824	17.35
$β$	0.6669	22.82
$γ$	0.0267	3.18
$λ_{1}$	0.5162	0.31
$λ_{2}$	0.1972	0.31
$λ_{3}$	0.6816	0.67

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts