Allegion PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.78% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4764 | 6.07 | |
| 0.0763 | 12.60 | |
| 0.9610 | 154.56 | |
| 5.1398 | 3.83 |
Estimation Period:
Nov 18, 2013 to Feb 6, 2026
Nov 18, 2013 to Feb 6, 2026
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