Allegion PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:51.31% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0627 | 15.23 | |
| 0.8226 | 82.32 | |
| 0.0449 | 6.99 | |
| 0.0364 | 1.67 | |
| 0.0424 | 2.85 | |
| 0.9431 | 40.42 |
Estimation Period:
Nov 18, 2013 to Feb 13, 2026
Nov 18, 2013 to Feb 13, 2026
News Impact Curve
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