Penske Automotive Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.97% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5618 | 3.11 | |
| 0.0950 | 7.52 | |
| 0.8510 | 42.25 | |
| 0.0956 | 1.40 | |
| -0.2120 | -2.23 | |
| 0.2584 | 4.57 | |
| -0.2471 | -5.25 | |
| 0.1384 | 3.03 | |
| 0.0075 | 0.15 | |
| -0.0960 | -1.83 | |
| 0.0784 | 2.13 |
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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