Penumbra Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.89% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7469 | 3.52 | |
| 0.1238 | 3.98 | |
| 0.6881 | 9.43 | |
| 0.6108 | 2.83 | |
| -0.8295 | -2.79 | |
| 0.3153 | 1.75 | |
| -0.1817 | -0.98 | |
| 0.1691 | 0.58 |
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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