Allegion PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.47% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1373 | 14.73 | |
| 0.0890 | 23.41 | |
| 0.8562 | 144.39 |
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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