Philip Morris Cr EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.17% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1452 | 30.55 | |
| 0.2863 | 50.42 | |
| 0.9038 | 252.54 | |
| 0.0013 | 0.22 |
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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