V-Lab
Allegion PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:22.36% (-0.54%)
Analysis last updated: Wednesday, April 17, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 10.15 | |
| 0.1513 | 20.36 | |
| 0.9671 | 301.29 | |
| -0.0335 | -5.36 |
Estimation Period:
Nov 18, 2013 to Apr 12, 2024
Nov 18, 2013 to Apr 12, 2024