Philip Morris International Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
33.66%
increased by 0.88%
1 Week
33.73%
increased by 0.95%
1 Month
33.98%
increased by 1.20%
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 | |
|---|---|---|
| 0.0085 | 21.70 | |
| 0.0998 | 23.54 | |
| 0.8746 | 360.95 | |
| 0.0512 | 7.47 |
Estimation Period:
Mar 17, 2008 to Jun 5, 2026
Mar 17, 2008 to Jun 5, 2026
Other Asy. MEM Analyses on Equities