James Hardie Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:31.63% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1960 | 17.40 | |
| 0.0450 | 13.14 | |
| 0.8962 | 222.38 | |
| 0.0296 | 4.51 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2025
Jan 2, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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