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 Friday, December 5th, 2025:42.20% (+0.61%)

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
$ω$	0.8601	8.83
$α$	0.0906	6.44
$β$	0.7811	23.24
$γ_{1}$	0.0076	0.31
$γ_{2}$	0.0051	0.14
$γ_{3}$	-0.0533	-1.75
$γ_{4}$	0.0987	2.92
$γ_{5}$	-0.1079	-3.34
$γ_{6}$	0.0576	2.17
$γ_{7}$	-0.0007	-0.03
$γ_{8}$	0.0221	0.60
$γ_{9}$	-0.0560	-1.70

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

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Volatility Forecasts

Volatility Forecasts