Philip Morris International Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.47%
decreased by 0.48%
1 Week
27.44%
decreased by 0.51%
1 Month
27.35%
decreased by 0.60%
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 | |
|---|---|---|
| 0.0226 | 7.36 | |
| 0.1109 | 18.06 | |
| 0.9785 | 630.45 | |
| -0.0608 | -12.57 |
Estimation Period:
Mar 17, 2008 to Jun 12, 2026
Mar 17, 2008 to Jun 12, 2026
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