Allegion PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.04% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 9.65 | |
| 0.0410 | 5.98 | |
| 0.9380 | 167.64 |
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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