CRH PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0290 | 15.83 | |
| 0.9160 | 315.42 | |
| 0.0689 | 19.28 | |
| 0.0172 | 12.83 | |
| 0.0344 | 17.66 | |
| 0.9628 | 455.03 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Jan 1, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts