Penske Automotive Group Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.53% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 13.83 | |
| 0.1427 | 27.90 | |
| 0.9861 | 1,208.40 | |
| -0.0360 | -6.76 |
Estimation Period:
Oct 23, 1996 to Feb 6, 2026
Oct 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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