Penske Automotive Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.92% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1074 | 15.02 | |
| 0.0451 | 14.59 | |
| 0.9204 | 429.50 | |
| 0.0438 | 7.89 |
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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