Penn Entertainment Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.83% (+7.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.3023 | 5.59 | |
| 0.0704 | 78.92 | |
| 0.9965 | 1,779.46 | |
| 4.4062 | 33.41 |
Estimation Period:
May 26, 1994 to Feb 6, 2026
May 26, 1994 to Feb 6, 2026
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