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Koninklijke Philips NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.72% (-0.17%)
Analysis last updated: Sunday, February 8, 2026 at 01:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Koninklijke Philips NV S0GARCH
paramt-stat
ω0.90093.67
α0.06095.98
β0.868832.92
γ1-0.0735-0.72
γ20.15841.10
γ3-0.1274-2.09
γ4-0.0409-1.17
γ50.22607.13
γ6-0.2510-8.29
γ70.14314.29
γ80.00220.05
γ9-0.0470-0.92
γ10-0.0078-0.18
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts