Philip Morris International Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.57% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9448 | 4.65 | |
| 0.0685 | 18.66 | |
| 0.9754 | 176.29 | |
| 4.8678 | 4.70 |
Estimation Period:
Mar 17, 2008 to Feb 6, 2026
Mar 17, 2008 to Feb 6, 2026
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