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	param	t-stat
$ω$	0.3561	9.76
$α$	0.1035	20.57
$β$	0.8326	89.31
$γ$	-0.2197	-2.86

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PennyMac Financial Services Inc AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:81.61% (-7.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Financial Services Inc Analyses