The release notes for 1.10 github plugin mention that it now supports variable substitution.

But that seems not to work, at least for the value of "JOB_NAME"

We name our Jenkins projects based on the github project name, and that allows us to setup a template with the following url for the project on github:

https://github.com/mycompany/$JOB_NAME/

But, when you click on the GitHub link in the left hand notification, the link is still to /$JOB_NAME/ – not the actual substituted name of the job.