Allegion PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.59% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1384 | 14.68 | |
| 0.0861 | 23.21 | |
| 0.8602 | 147.30 |
Estimation Period:
Nov 18, 2013 to Feb 20, 2026
Nov 18, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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