Philip Morris Cr Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.60% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7883 | 7.11 | |
| 0.2014 | 10.01 | |
| 0.5949 | 16.84 | |
| 0.1696 | 4.06 | |
| -0.2377 | -3.75 | |
| 0.0960 | 2.04 | |
| -0.0359 | -0.89 | |
| -0.0395 | -1.08 | |
| 0.1442 | 3.84 | |
| -0.1758 | -4.82 | |
| 0.1092 | 2.66 | |
| -0.0361 | -0.58 |
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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