Skip to main content
V-Lab

Philip Morris Cr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.66% (-1.49%)
Analysis last updated: Wednesday, February 11, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philip Morris Cr S0GARCH
paramt-stat
ω1.71236.84
α0.200010.01
β0.598617.00
γ10.15063.56
γ2-0.2083-3.26
γ30.07931.68
γ4-0.0270-0.67
γ5-0.0415-1.13
γ60.14123.78
γ7-0.1707-4.89
γ80.10253.10
γ9-0.0242-0.94
Estimation Period:
May 4, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts