CRH PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0109 | -2.48 | |
| 0.0533 | 41.32 | |
| 0.9363 | 651.55 | |
| 1.0075 | 23.28 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Jan 1, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
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