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	param	t-stat
$ω$	5.1066	3.13
$α$	0.0683	14.27
$β$	0.9730	108.92
$ν$	3.7842	5.64

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PennyMac Financial Services Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:43.24% (-1.82%)

Date Range:

Parameter Estimates

Other PennyMac Financial Services Inc Analyses