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

V-Lab

James Hardie Industries PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:189.72% (-28.12%)

Analysis last updated: Saturday, August 23, 2025 at 08:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0842	17.31
$β$	0.6468	22.10
$γ$	0.0302	3.58
$λ_{1}$	0.5464	0.30
$λ_{2}$	0.2781	0.30
$λ_{3}$	0.6065	0.47

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts