Philip Morris International Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.87%
decreased by 0.71%
1 Week
26.70%
decreased by 0.88%
1 Month
26.12%
decreased by 1.46%
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 | |
|---|---|---|
| 0.0559 | 15.47 | |
| 0.0190 | 7.19 | |
| 0.9185 | 313.18 | |
| 0.0730 | 10.94 |
Estimation Period:
Mar 17, 2008 to Jun 5, 2026
Mar 17, 2008 to Jun 5, 2026
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