Allegion PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.02% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2220 | 20.72 | |
| 0.1241 | 30.01 | |
| 0.7894 | 141.42 | |
| 0.0183 | 0.37 |
Estimation Period:
Nov 18, 2013 to Feb 13, 2026
Nov 18, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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