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Philip Morris Cr Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.60% (-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 SGARCH
paramt-stat
ω1.78837.11
α0.201410.01
β0.594916.84
γ10.16964.06
γ2-0.2377-3.75
γ30.09602.04
γ4-0.0359-0.89
γ5-0.0395-1.08
γ60.14423.84
γ7-0.1758-4.82
γ80.10922.66
γ9-0.0361-0.58
Estimation Period:
May 4, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts