Philip Morris Cr AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.42% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2571 | 28.05 | |
| 0.1377 | 45.00 | |
| 0.8023 | 183.64 | |
| -0.0407 | -0.91 |
Estimation Period:
May 4, 1994 to Feb 6, 2026
May 4, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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