Penske Automotive Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.24% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2650 | 5.44 | |
| 0.0788 | 33.28 | |
| 0.9867 | 416.84 | |
| 4.8649 | 11.12 |
Estimation Period:
Oct 23, 1996 to Feb 6, 2026
Oct 23, 1996 to Feb 6, 2026
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