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	param	t-stat
$ω$	0.0923	10.20
$α$	0.1717	12.00
$β$	0.9517	189.32
$γ$	-0.0014	-0.17

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PennyMac Financial Services Inc EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:60.95% (-5.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Financial Services Inc Analyses