V-Lab: Allegion PLC Asy. Power MEM Volatility Analysis

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V-Lab

Allegion PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:20.02% (-0.39%)

Analysis last updated: Tuesday, April 23, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1000	17.28
$α$	0.2849	51.73
$β$	0.6536	89.25
$γ$	0.0425	4.66
$δ$	0.5000	6.95

Estimation Period:
Nov 18, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts