CRH PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.31% (+3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9727 | 6.80 | |
| 0.0791 | 7.25 | |
| 0.8834 | 57.52 | |
| -0.1106 | -4.90 | |
| 0.2038 | 6.20 | |
| -0.1674 | -6.69 | |
| 0.1011 | 4.05 | |
| -0.0059 | -0.23 | |
| -0.0463 | -0.97 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
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