Koninklijke Philips NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.72% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9009 | 3.67 | |
| 0.0609 | 5.98 | |
| 0.8688 | 32.92 | |
| -0.0735 | -0.72 | |
| 0.1584 | 1.10 | |
| -0.1274 | -2.09 | |
| -0.0409 | -1.17 | |
| 0.2260 | 7.13 | |
| -0.2510 | -8.29 | |
| 0.1431 | 4.29 | |
| 0.0022 | 0.05 | |
| -0.0470 | -0.92 | |
| -0.0078 | -0.18 |
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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