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

V-Lab

James Hardie Industries PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:135.85% (-13.59%)

Analysis last updated: Saturday, August 23, 2025 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8630	8.61
$α$	0.0909	6.48
$β$	0.7871	23.96
$γ_{1}$	0.0106	0.42
$γ_{2}$	0.0009	0.02
$γ_{3}$	-0.0524	-1.65
$γ_{4}$	0.0985	2.84
$γ_{5}$	-0.1055	-3.26
$γ_{6}$	0.0544	2.07
$γ_{7}$	-0.0029	-0.10
$γ_{8}$	0.0330	0.74
$γ_{9}$	-0.0677	-1.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts