Philip Morris Cr MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.75% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2206 | 28.30 | |
| 0.5703 | 55.23 | |
| -0.0212 | -2.08 | |
| 0.0183 | 2.52 | |
| 0.0161 | 4.44 | |
| 0.9793 | 203.72 |
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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