Philip Morris International Inc MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
32.38%
decreased by 0.43%
1 Week
32.44%
decreased by 0.37%
1 Month
32.69%
decreased by 0.12%
Analysis last updated: Saturday, June 13, 2026 at 12:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 9.57 | |
| 0.1306 | 43.56 | |
| 0.8694 | 338.95 |
Estimation Period:
Mar 17, 2008 to Jun 12, 2026
Mar 17, 2008 to Jun 12, 2026
Other MEM Analyses on Equities