James Hardie Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:63.63% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1991 | 17.26 | |
| 0.0474 | 13.30 | |
| 0.8943 | 218.02 | |
| 0.0278 | 4.08 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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