PennyMac Financial Services Inc MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:62.47% (-7.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2900 | 8.70 | |
| 0.2123 | 24.60 | |
| 0.7259 | 107.53 |
Estimation Period:
May 9, 2013 to Feb 13, 2026
May 9, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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