Allegion PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.65% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 11.01 | |
| 0.1487 | 21.76 | |
| 0.9678 | 320.13 | |
| -0.0302 | -5.46 |
Estimation Period:
Nov 18, 2013 to Feb 13, 2026
Nov 18, 2013 to Feb 13, 2026
News Impact Curve
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