Penn Entertainment Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.72% (+7.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1585 | 7.38 | |
| 0.0865 | 7.99 | |
| 0.8692 | 45.95 | |
| -0.0117 | -1.30 | |
| 0.0160 | 1.05 | |
| 0.0096 | 0.62 | |
| -0.0355 | -1.52 |
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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