Philip Morris International Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.25%
increased by 0.13%
1 Week
27.04%
decreased by 0.08%
1 Month
26.32%
decreased by 0.80%
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 | |
|---|---|---|
| 0.0592 | 16.58 | |
| 0.0615 | 22.04 | |
| 0.9104 | 280.91 |
Estimation Period:
Mar 17, 2008 to Jun 12, 2026
Mar 17, 2008 to Jun 12, 2026
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