Allegion PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.16% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0651 | 15.48 | |
| 0.8212 | 82.25 | |
| 0.0427 | 6.62 | |
| 0.0353 | 1.69 | |
| 0.0409 | 2.88 | |
| 0.9451 | 42.51 |
Estimation Period:
Nov 18, 2013 to Feb 6, 2026
Nov 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities