Penumbra Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.27% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1117 | 7.70 | |
| 0.1351 | 13.27 | |
| 0.9502 | 145.40 | |
| -0.0608 | -7.69 |
Estimation Period:
Sep 18, 2015 to Feb 6, 2026
Sep 18, 2015 to Feb 6, 2026
News Impact Curve
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