CRH PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.63% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 10.95 | |
| 0.1370 | 35.60 | |
| 0.9866 | 1,130.11 | |
| -0.0624 | -16.06 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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