Penumbra Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.79% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2736 | 6.99 | |
| 0.0117 | 5.05 | |
| 0.9224 | 132.32 | |
| 0.0687 | 6.36 |
Estimation Period:
Sep 18, 2015 to Feb 6, 2026
Sep 18, 2015 to Feb 6, 2026
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