V-Lab: Allegion PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Allegion PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.29% (+0.02%)

Analysis last updated: Thursday, May 2, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5557	5.24
$α$	0.0761	13.13
$β$	0.9676	157.25
$ν$	5	3.79

Estimation Period:
Nov 18, 2013 to Apr 26, 2024