Philip Morris International Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.40% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 16.82 | |
| 0.0646 | 21.46 | |
| 0.9025 | 251.60 |
Estimation Period:
Mar 17, 2008 to Feb 6, 2026
Mar 17, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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