Allegion PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.42% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4651 | 6.01 | |
| 0.0755 | 12.60 | |
| 0.9616 | 155.19 | |
| 5.1335 | 3.81 |
Estimation Period:
Nov 18, 2013 to Feb 13, 2026
Nov 18, 2013 to Feb 13, 2026
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