V-Lab: Koninklijke Philips NV GAS-GARCH Student T Volatility Analysis

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V-Lab

Koninklijke Philips NV GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:26.84% (-1.10%)

Analysis last updated: Saturday, May 4, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5685	4.07
$α$	0.0510	34.05
$β$	0.9933	576.50
$ν$	5	9.45

Estimation Period:
Jan 1, 1990 to May 3, 2024