Allegion PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.37% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4937 | 5.61 | |
| 0.0745 | 12.25 | |
| 0.9619 | 145.68 | |
| 4.9772 | 3.84 |
Estimation Period:
Nov 18, 2013 to Feb 20, 2026
Nov 18, 2013 to Feb 20, 2026
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