Allegion PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.84% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1287 | 13.70 | |
| 0.0697 | 11.27 | |
| 0.8699 | 146.14 | |
| 0.0205 | 2.23 |
Estimation Period:
Nov 18, 2013 to Feb 20, 2026
Nov 18, 2013 to Feb 20, 2026
News Impact Curve
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