CRH PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.54% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 17.11 | |
| 0.0637 | 32.22 | |
| 0.9277 | 426.16 |
Estimation Period:
Jul 9, 1999 to Jan 30, 2026
Jul 9, 1999 to Jan 30, 2026
News Impact Curve
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