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	param	t-stat
$ω$	0.4065	3.42
$α$	0.0786	7.75
$β$	0.9080	81.50
$γ_{1}$	-0.0576	-4.22
$γ_{2}$	0.0758	4.05
$γ_{3}$	-0.0363	-3.01
$γ_{4}$	0.0494	2.75

V-Lab

CRH PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CRH PLC Analyses