CRH PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.15% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 14.64 | |
| 0.0283 | 14.55 | |
| 0.9269 | 497.79 | |
| 0.0722 | 13.46 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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