CRH PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.63% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9675 | 4.18 | |
| 0.0680 | 6.92 | |
| 0.8949 | 60.71 | |
| -0.1526 | -2.54 | |
| 0.3213 | 4.08 | |
| -0.2840 | -7.06 | |
| 0.1257 | 3.20 | |
| 0.0169 | 0.42 | |
| -0.0337 | -0.78 | |
| 0.0306 | 0.47 |
Estimation Period:
Jul 9, 1999 to Feb 13, 2026
Jul 9, 1999 to Feb 13, 2026
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