CRH PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.87% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0133 | 6.80 | |
| 0.9015 | 239.37 | |
| 0.0981 | 26.26 | |
| 0.0106 | 5.95 | |
| 0.0190 | 5.45 | |
| 0.9784 | 249.59 |
Estimation Period:
Jul 9, 1999 to Feb 13, 2026
Jul 9, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities