V-Lab
V-Lab
Philip Morris International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:17.58% (+0.65%)

Analysis last updated: Friday, April 19, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philip Morris International Inc GJR-GARCH
paramt-stat
ω0.062015.51
α0.01827.20
β0.9010274.10
γ0.099813.40
Estimation Period:
Mar 17, 2008 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts