Penn Entertainment Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:67.44% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1344 | 3.58 | |
| 0.1012 | 37.58 | |
| 0.8792 | 251.04 | |
| 1.2330 | 9.96 |
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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