Penske Automotive Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.91% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5787 | 3.20 | |
| 0.0956 | 7.52 | |
| 0.8482 | 41.34 | |
| 0.1049 | 1.58 | |
| -0.2277 | -2.46 | |
| 0.2712 | 4.95 | |
| -0.2608 | -5.68 | |
| 0.1545 | 3.45 | |
| -0.0149 | -0.31 | |
| -0.0555 | -1.00 | |
| -0.0197 | -0.29 |
Estimation Period:
Oct 23, 1996 to Feb 6, 2026
Oct 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Penske Automotive Group Inc Analyses
Other Spline-GARCH Analyses on Equities