Allegion PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.02% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2229 | 20.70 | |
| 0.1249 | 30.03 | |
| 0.7887 | 140.56 | |
| 0.0100 | 0.21 |
Estimation Period:
Nov 18, 2013 to Feb 6, 2026
Nov 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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