Allegion PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.99% (-3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9366 | 7.98 | |
| 0.0970 | 5.26 | |
| 0.8137 | 23.60 | |
| 0.0284 | 1.80 | |
| -0.0576 | -1.65 |
Estimation Period:
Nov 18, 2013 to Feb 20, 2026
Nov 18, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Allegion PLC Analyses
Other Spline-GARCH Analyses on Equities