CRH PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.27% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1440 | 5.90 | |
| 0.0608 | 27.49 | |
| 0.9891 | 545.54 | |
| 6.5390 | 5.48 |
Estimation Period:
Jul 9, 1999 to Jan 30, 2026
Jul 9, 1999 to Jan 30, 2026
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