CRH PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 13.61 | |
| 0.0708 | 33.22 | |
| 0.9276 | 447.27 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Jan 1, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts