Philip Morris Cr GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.67% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2279 | 24.61 | |
| 0.1345 | 22.00 | |
| 0.8191 | 176.91 | |
| -0.0133 | -1.35 |
Estimation Period:
May 4, 1994 to Feb 13, 2026
May 4, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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