James Hardie Industries PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:40.52% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0828 | 17.59 | |
| 0.6370 | 20.25 | |
| 0.0303 | 3.56 | |
| 0.6222 | 0.27 | |
| 0.2708 | 0.27 | |
| 0.5887 | 0.39 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2025
Jan 2, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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