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	param	t-stat
$ω$	0.2252	10.07
$α$	0.0702	9.87
$β$	0.8855	161.65
$γ$	0.0137	1.11

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PennyMac Financial Services Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:104.84% (-6.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Financial Services Inc Analyses