CRH PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.87% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9817 | 4.23 | |
| 0.0676 | 6.91 | |
| 0.8959 | 61.36 | |
| -0.1476 | -2.46 | |
| 0.3139 | 4.00 | |
| -0.2811 | -6.97 | |
| 0.1270 | 3.24 | |
| 0.0097 | 0.25 | |
| -0.0162 | -0.42 | |
| -0.0142 | -0.48 |
Estimation Period:
Jul 9, 1999 to Feb 20, 2026
Jul 9, 1999 to Feb 20, 2026
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