CRH PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 7.80 | |
| 0.1008 | 33.32 | |
| 0.9891 | 1,158.20 | |
| -0.0594 | -16.94 |
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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