Koninklijke Philips NV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.36% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9284 | 3.45 | |
| 0.0762 | 6.66 | |
| 0.8186 | 31.61 | |
| -0.1196 | -1.24 | |
| 0.2286 | 1.71 | |
| -0.1487 | -2.66 | |
| -0.0556 | -1.66 | |
| 0.2599 | 8.15 | |
| -0.3033 | -10.29 | |
| 0.1913 | 6.07 | |
| -0.0342 | -0.86 | |
| 0.0274 | 0.52 | |
| -0.2144 | -2.79 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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