Philip Morris Cr GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.08% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 9.13 | |
| 0.0573 | 14.44 | |
| 0.9550 | 543.21 | |
| -0.0338 | -7.23 |
Estimation Period:
Aug 14, 1995 to Feb 6, 2026
Aug 14, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Philip Morris Cr Analyses
Other GJR-GARCH Analyses on International Equities