Penn Entertainment Inc MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:64.01% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4221 | 11.07 | |
| 0.1631 | 33.63 | |
| 0.8122 | 218.10 |
Estimation Period:
May 26, 1994 to Feb 13, 2026
May 26, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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