CRH PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 13.45 | |
| 0.0154 | 9.76 | |
| 0.9466 | 647.01 | |
| 0.0639 | 17.20 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2023
Jan 1, 1990 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities