Allegion PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.91% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0697 | 7.58 | |
| 0.1019 | 5.42 | |
| 0.8067 | 23.44 | |
| 0.0861 | 2.51 | |
| -0.1239 | -2.45 | |
| 0.0440 | 1.72 |
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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