Penumbra Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.73% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7452 | 3.52 | |
| 0.1264 | 4.01 | |
| 0.6819 | 9.39 | |
| 0.6075 | 2.83 | |
| -0.8222 | -2.77 | |
| 0.3035 | 1.74 | |
| -0.1571 | -1.02 | |
| 0.1055 | 0.86 |
Estimation Period:
Sep 18, 2015 to Feb 6, 2026
Sep 18, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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