Philip Morris Cr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.78% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2305 | 9.01 | |
| 0.2281 | 6.61 | |
| 0.2963 | 4.87 | |
| -0.0099 | -0.55 | |
| 0.0226 | 0.84 | |
| -0.0498 | -2.39 | |
| 0.0719 | 3.26 | |
| -0.0518 | -2.18 | |
| 0.0276 | 1.51 |
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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