Koninklijke Philips NV GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.58% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 11.78 | |
| 0.0200 | 17.61 | |
| 0.9752 | 704.15 |
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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