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	param	t-stat
$ω$	1.0211	4.61
$α$	0.0721	2.72
$β$	0.7626	9.06
$γ_{1}$	0.0531	0.10
$γ_{2}$	0.5559	0.68
$γ_{3}$	-1.3277	-2.26
$γ_{4}$	1.0425	2.07
$γ_{5}$	-0.0270	-0.05
$γ_{6}$	-0.9917	-1.41
$γ_{7}$	1.4439	2.38
$γ_{8}$	-1.5585	-2.76
$γ_{9}$	1.6933	2.13
$γ_{10}$	-1.3346	-1.69

V-Lab

PennyMac Financial Services Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:64.29% (-4.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Financial Services Inc Analyses