CRH PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.10% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 8.63 | |
| 0.1202 | 33.17 | |
| 0.9863 | 952.07 | |
| -0.0609 | -15.34 |
Estimation Period:
Jul 9, 1999 to Feb 20, 2026
Jul 9, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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