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 Tuesday, November 11th, 2025:70.85% (-8.95%)

Analysis last updated: Tuesday, November 11, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0852	17.72
$β$	0.6351	20.22
$γ$	0.0293	3.41
$λ_{1}$	0.5663	0.29
$λ_{2}$	0.2540	0.29
$λ_{3}$	0.6196	0.48

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts