Penumbra Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.78% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0363 | 13.55 | |
| 0.1201 | 16.54 | |
| 0.7531 | 54.97 |
Estimation Period:
Sep 18, 2015 to Feb 6, 2026
Sep 18, 2015 to Feb 6, 2026
News Impact Curve
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