CRH PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:29.93% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1717 | 5.91 | |
| 0.0605 | 27.55 | |
| 0.9891 | 549.52 | |
| 6.5462 | 5.47 |
Estimation Period:
Jul 9, 1999 to Feb 20, 2026
Jul 9, 1999 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on International Equities