CRH PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.40% (+6.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0252 | 11.65 | |
| 0.8940 | 268.08 | |
| 0.0866 | 20.27 | |
| 0.0166 | 8.47 | |
| 0.0333 | 10.82 | |
| 0.9633 | 283.65 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
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