Penn Entertainment Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.90% (+13.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2436 | 8.20 | |
| 0.0430 | 14.43 | |
| 0.8934 | 190.24 | |
| 0.1007 | 8.55 |
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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