Allegion PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.64% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9680 | 8.71 | |
| 0.1050 | 5.33 | |
| 0.7930 | 21.15 | |
| 0.0366 | 2.79 | |
| -0.0826 | -3.39 |
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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