CRH PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.75% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 13.52 | |
| 0.0143 | 7.86 | |
| 0.9378 | 537.10 | |
| 0.0772 | 17.20 |
Estimation Period:
Jul 9, 1999 to Feb 6, 2026
Jul 9, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities