V-Lab
CRH PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:24.40% (+0.23%)
Analysis last updated: Friday, April 19, 2024 at 07:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0494 | 4.41 | |
| 0.0694 | 6.82 | |
| 0.8977 | 62.45 | |
| -0.1029 | -1.89 | |
| 0.2373 | 3.20 | |
| -0.2444 | -6.50 | |
| 0.1396 | 4.03 | |
| -0.0139 | -0.45 | |
| -0.0232 | -1.05 |
Estimation Period:
Jul 9, 1999 to Apr 12, 2024
Jul 9, 1999 to Apr 12, 2024