James Hardie Industries PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.25% (+3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8525 | 8.81 | |
| 0.0930 | 6.49 | |
| 0.7720 | 22.05 | |
| 0.0077 | 0.32 | |
| 0.0037 | 0.10 | |
| -0.0509 | -1.72 | |
| 0.0975 | 2.94 | |
| -0.1091 | -3.39 | |
| 0.0595 | 2.20 | |
| 0.0009 | 0.03 | |
| 0.0163 | 0.48 | |
| -0.0506 | -1.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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