CRH PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.43% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0134 | 6.85 | |
| 0.9012 | 238.48 | |
| 0.0981 | 26.20 | |
| 0.0106 | 5.96 | |
| 0.0190 | 5.45 | |
| 0.9784 | 249.14 |
Estimation Period:
Jul 9, 1999 to Feb 6, 2026
Jul 9, 1999 to Feb 6, 2026
News Impact Curve
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