Allegion PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.29% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 0.42 | |
| 0.0143 | 6.31 | |
| 0.9974 | 402.52 | |
| -0.0278 | -5.16 |
Estimation Period:
Jan 18, 2018 to Feb 6, 2026
Jan 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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