Philip Morris Cr EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.10% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 15.79 | |
| 0.0915 | 19.40 | |
| 0.9896 | 1,326.53 | |
| 0.0080 | 2.05 |
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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