Penn Entertainment Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.07% (+7.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2289 | 10.96 | |
| 0.0833 | 29.71 | |
| 0.8994 | 235.70 |
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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