Allegion PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.00% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 11.31 | |
| 0.1517 | 22.00 | |
| 0.9668 | 313.60 | |
| -0.0289 | -5.17 |
Estimation Period:
Nov 18, 2013 to Feb 6, 2026
Nov 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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