V-Lab: James Hardie Industries PLC Zero Slope Spline-GARCH Volatility Analysis

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James Hardie Industries PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:65.31% (-6.12%)

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
$ω$	0.8585	8.77
$α$	0.0943	6.55
$β$	0.7722	22.41
$γ_{1}$	0.0093	0.38
$γ_{2}$	0.0017	0.04
$γ_{3}$	-0.0506	-1.66
$γ_{4}$	0.0971	2.88
$γ_{5}$	-0.1068	-3.33
$γ_{6}$	0.0568	2.16
$γ_{7}$	-0.0010	-0.04
$γ_{8}$	0.0232	0.62
$γ_{9}$	-0.0566	-1.70

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

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