Philip Morris International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.94% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 16.60 | |
| 0.0200 | 7.06 | |
| 0.9130 | 289.01 | |
| 0.0746 | 10.73 |
Estimation Period:
Mar 17, 2008 to Feb 13, 2026
Mar 17, 2008 to Feb 13, 2026
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