PACCAR Inc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.23%
decreased by 1.04%
1 Week
33.26%
decreased by 1.01%
1 Month
33.38%
decreased by 0.89%
Analysis last updated: Friday, June 12, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 8.29 | |
| 0.0546 | 41.72 | |
| 0.9317 | 585.59 | |
| 0.7653 | 19.50 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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