Penske Automotive Group Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.38% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1366 | 20.63 | |
| 0.0813 | 32.23 | |
| 0.9024 | 358.65 |
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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