Philip Morris Cr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.66% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7123 | 6.84 | |
| 0.2000 | 10.01 | |
| 0.5986 | 17.00 | |
| 0.1506 | 3.56 | |
| -0.2083 | -3.26 | |
| 0.0793 | 1.68 | |
| -0.0270 | -0.67 | |
| -0.0415 | -1.13 | |
| 0.1412 | 3.78 | |
| -0.1707 | -4.89 | |
| 0.1025 | 3.10 | |
| -0.0242 | -0.94 |
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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