CRH PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0374 | 7.21 | |
| 0.0644 | 69.36 | |
| 0.9966 | 1,954.07 | |
| 5.1705 | 32.64 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Jan 1, 1990 to Sep 22, 2023
Other GAS-GARCH Student T Analyses on Depositary Receipts