James Hardie Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.00% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1918 | 17.32 | |
| 0.0440 | 13.12 | |
| 0.8981 | 226.34 | |
| 0.0296 | 4.58 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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