Philip Morris Cr GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.67% (+4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9361 | 6.52 | |
| 0.1063 | 24.76 | |
| 0.9490 | 115.39 | |
| 3.1154 | 17.31 |
Estimation Period:
May 4, 1994 to Feb 6, 2026
May 4, 1994 to Feb 6, 2026
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