James Hardie Industries PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.07% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0829 | 17.64 | |
| 0.6366 | 20.28 | |
| 0.0304 | 3.57 | |
| 0.6334 | 0.27 | |
| 0.2715 | 0.27 | |
| 0.5849 | 0.38 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other James Hardie Industries PLC Analyses
Other MF2-GARCH Analyses on Depositary Receipts