James Hardie Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.94% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1861 | 17.21 | |
| 0.0423 | 13.10 | |
| 0.9007 | 232.45 | |
| 0.0306 | 4.87 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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