CRH PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 11.46 | |
| 0.1364 | 30.82 | |
| 0.9850 | 968.51 | |
| -0.0607 | -14.91 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Jan 1, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts