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	param	t-stat
$ω$	1.0194	4.56
$α$	0.0804	3.03
$β$	0.7351	8.85
$γ_{1}$	0.0313	0.06
$γ_{2}$	0.6066	0.74
$γ_{3}$	-1.3868	-2.38
$γ_{4}$	1.1005	2.21
$γ_{5}$	-0.0915	-0.17
$γ_{6}$	-0.8759	-1.22
$γ_{7}$	1.1882	1.97
$γ_{8}$	-0.9832	-1.84
$γ_{9}$	0.3658	0.52
$γ_{10}$	1.6812	1.01

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PennyMac Financial Services Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:95.47% (-4.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Financial Services Inc Analyses