Philip Morris Cr AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.03% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 15.75 | |
| 0.0681 | 33.39 | |
| 0.9167 | 424.18 | |
| -0.0015 | -0.03 |
Estimation Period:
Aug 14, 1995 to Feb 6, 2026
Aug 14, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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