Allegion PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.31% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9685 | 8.75 | |
| 0.1043 | 5.32 | |
| 0.7934 | 21.13 | |
| 0.0369 | 2.83 | |
| -0.0838 | -3.46 |
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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