Penn Entertainment Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.93% (+7.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1972 | 7.39 | |
| 0.0869 | 8.10 | |
| 0.8726 | 47.45 | |
| -0.0086 | -1.45 | |
| 0.0201 | 2.13 | |
| -0.0165 | -3.00 |
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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