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

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James Hardie Industries PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:41.82% (+0.84%)

Analysis last updated: Friday, December 5, 2025 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0841	17.65
$β$	0.6358	20.06
$γ$	0.0293	3.43
$λ_{1}$	0.5716	0.29
$λ_{2}$	0.2551	0.29
$λ_{3}$	0.6169	0.47

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts