Allegion PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:50.86% (+30.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0983 | 12.19 | |
| 0.0448 | 10.57 | |
| 0.8931 | 163.09 | |
| 0.0451 | 5.96 |
Estimation Period:
Nov 18, 2013 to Feb 13, 2026
Nov 18, 2013 to Feb 13, 2026
News Impact Curve
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