Koninklijke Philips NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.71% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4729 | 3.86 | |
| 0.0501 | 32.83 | |
| 0.9930 | 518.81 | |
| 4.9219 | 9.76 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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