Philip Morris Cr GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.52% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.3393 | 4.86 | |
| 0.1271 | 133.66 | |
| 0.9940 | 851.74 | |
| 2.7417 | 137.97 |
Estimation Period:
Aug 14, 1995 to Feb 6, 2026
Aug 14, 1995 to Feb 6, 2026
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