V-Lab: CRH PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

CRH PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.37% (-0.01%)

Analysis last updated: Saturday, May 11, 2024 at 01:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1673	5.86
$α$	0.0601	27.66
$β$	0.9901	610.79
$ν$	7	5.21

Estimation Period:
Jul 9, 1999 to May 3, 2024