Penske Automotive Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.78% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0404 | 14.83 | |
| 0.8773 | 176.13 | |
| 0.0727 | 17.13 | |
| 0.0178 | 5.51 | |
| 0.0202 | 4.96 | |
| 0.9771 | 209.99 |
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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