Allegion PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.44% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1048 | 12.61 | |
| 0.0497 | 10.77 | |
| 0.8872 | 158.48 | |
| 0.0423 | 5.31 |
Estimation Period:
Nov 18, 2013 to Feb 6, 2026
Nov 18, 2013 to Feb 6, 2026
News Impact Curve
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