James Hardie Industries PLC GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
38.25%
decreased by 1.24%
1 Week
37.94%
decreased by 1.55%
1 Month
36.95%
decreased by 2.54%
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 | |
|---|---|---|
| 0.1648 | 16.64 | |
| 0.0373 | 12.76 | |
| 0.9104 | 253.66 | |
| 0.0313 | 5.41 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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