Philip Morris International Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
25.31%
decreased by 0.65%
1 Week
25.21%
decreased by 0.75%
1 Month
24.88%
decreased by 1.08%
Analysis last updated: Tuesday, June 16, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0559 | 15.48 | |
| 0.0190 | 7.19 | |
| 0.9186 | 313.51 | |
| 0.0730 | 10.94 |
Estimation Period:
Mar 17, 2008 to Jun 12, 2026
Mar 17, 2008 to Jun 12, 2026
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