CRH PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0179 | -4.53 | |
| 0.0610 | 33.73 | |
| 0.9368 | 529.28 | |
| 0.8827 | 21.43 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Jan 1, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts