Philip Morris International Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.77% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 7.30 | |
| 0.1116 | 17.52 | |
| 0.9772 | 604.31 | |
| -0.0609 | -12.26 |
Estimation Period:
Mar 17, 2008 to Feb 20, 2026
Mar 17, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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