Philip Morris Cr Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.64% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2136 | 8.90 | |
| 0.2281 | 6.65 | |
| 0.2954 | 4.88 | |
| -0.0124 | -0.69 | |
| 0.0262 | 0.97 | |
| -0.0514 | -2.45 | |
| 0.0719 | 3.16 | |
| -0.0486 | -1.79 | |
| 0.0164 | 0.41 |
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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