James Hardie Industries PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:37.66% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8464 | 8.71 | |
| 0.0930 | 6.49 | |
| 0.7723 | 22.09 | |
| 0.0069 | 0.29 | |
| 0.0045 | 0.12 | |
| -0.0509 | -1.70 | |
| 0.0973 | 2.92 | |
| -0.1082 | -3.37 | |
| 0.0585 | 2.20 | |
| -0.0000 | -0.00 | |
| 0.0191 | 0.54 | |
| -0.0529 | -1.67 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2025
Jan 2, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other James Hardie Industries PLC Analyses
Other Zero Slope Spline-GARCH Analyses on Depositary Receipts