CRH PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.67% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 8.64 | |
| 0.1209 | 33.23 | |
| 0.9863 | 950.21 | |
| -0.0608 | -15.27 |
Estimation Period:
Jul 9, 1999 to Jan 30, 2026
Jul 9, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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