Allegion PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.74% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 12.32 | |
| 0.1663 | 22.95 | |
| 0.9609 | 272.15 | |
| -0.0152 | -2.47 |
Estimation Period:
Nov 18, 2013 to Feb 20, 2026
Nov 18, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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