Koninklijke Philips NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.18% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 12.22 | |
| 0.0111 | 10.46 | |
| 0.9738 | 846.74 | |
| 0.0179 | 6.09 |
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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