Koninklijke Philips NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.39% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4604 | 3.86 | |
| 0.0502 | 32.84 | |
| 0.9930 | 517.99 | |
| 4.9199 | 9.77 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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