Philip Morris International Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.61% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0205 | 4.98 | |
| 0.3754 | 16.13 | |
| 0.3040 | 18.40 | |
| 0.6067 | 0.43 | |
| 0.6734 | 0.43 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 17, 2008 to Feb 20, 2026
Mar 17, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities