Philip Morris International Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.90% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 10.59 | |
| 0.0619 | 23.72 | |
| 0.9030 | 280.25 | |
| 0.7189 | 11.73 |
Estimation Period:
Mar 17, 2008 to Feb 6, 2026
Mar 17, 2008 to Feb 6, 2026
News Impact Curve
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