Philip Morris International Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.14%
decreased by 1.41%
1 Week
29.50%
increased by 0.95%
1 Month
30.56%
increased by 2.01%
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 | |
|---|---|---|
| 76 | ||
| 0.0192 | 4.92 | |
| 0.3678 | 16.15 | |
| 0.3044 | 18.38 | |
| 0.5614 | 0.43 | |
| 0.7135 | 0.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 17, 2008 to Jun 5, 2026
Mar 17, 2008 to Jun 5, 2026
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