James Hardie Industries PLC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
40.53%
decreased by 1.78%
1 Week
40.31%
decreased by 2.00%
1 Month
39.49%
decreased by 2.82%
Analysis last updated: Tuesday, April 28, 2026 at 06:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3558 | 5.76 | |
| 0.0491 | 21.27 | |
| 0.9831 | 320.87 | |
| 4.9713 | 5.80 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
Other James Hardie Industries PLC Analyses
Other GAS-GARCH Student T Analyses on Depositary Receipts