James Hardie Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:40.81% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1905 | 17.04 | |
| 0.0447 | 13.12 | |
| 0.8984 | 224.49 | |
| 0.0285 | 4.37 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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