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 Monday, May 20th, 2024:26.21% (+0.57%)

Analysis last updated: Saturday, May 18, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1770	5.82
$α$	0.0600	27.58
$β$	0.9900	601.48
$ν$	7	5.24

Estimation Period:
Jul 9, 1999 to May 17, 2024