Penn Entertainment Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.40% (+11.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0873 | 18.07 | |
| 0.1906 | 25.96 | |
| 0.9682 | 435.55 | |
| -0.0721 | -8.87 |
Estimation Period:
May 26, 1994 to Feb 6, 2026
May 26, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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