Philip Morris International Inc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.50%
decreased by 1.01%
1 Week
25.39%
decreased by 1.12%
1 Month
25.04%
decreased by 1.47%
Analysis last updated: Saturday, June 13, 2026 at 12:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 9.17 | |
| 0.0604 | 24.92 | |
| 0.9081 | 301.68 | |
| 0.7403 | 12.29 |
Estimation Period:
Mar 17, 2008 to Jun 12, 2026
Mar 17, 2008 to Jun 12, 2026
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