Allegion PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.69% (-4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2172 | 20.63 | |
| 0.1184 | 29.52 | |
| 0.7985 | 145.06 | |
| -0.0620 | -1.14 |
Estimation Period:
Nov 18, 2013 to Feb 20, 2026
Nov 18, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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