V-Lab
V-Lab
Koninklijke Philips NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:52.39% (-1.11%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Koninklijke Philips NV GJR-GARCH
paramt-stat
ω0.051311.27
α0.016111.64
β0.9546575.06
γ0.037312.40
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts