Philip Morris International Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.73%
decreased by 0.04%
1 Week
27.53%
decreased by 0.24%
1 Month
26.83%
decreased by 0.94%
Analysis last updated: Tuesday, June 9, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0215 | 4.36 | |
| 0.0667 | 19.44 | |
| 0.9783 | 191.33 | |
| 4.8198 | 4.93 |
Estimation Period:
Mar 17, 2008 to Jun 5, 2026
Mar 17, 2008 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Equities