V-Lab
Allegion PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:21.31% (-0.87%)
Analysis last updated: Thursday, April 18, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2280 | 19.72 | |
| 0.1313 | 28.38 | |
| 0.7828 | 130.93 | |
| 0.0526 | 0.98 |
Estimation Period:
Nov 18, 2013 to Apr 12, 2024
Nov 18, 2013 to Apr 12, 2024