PACCAR Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.88%
decreased by 0.96%
1 Week
34.03%
decreased by 0.81%
1 Month
34.59%
decreased by 0.25%
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 | |
|---|---|---|
| 0.0218 | 12.81 | |
| 0.1008 | 36.73 | |
| 0.9886 | 1,426.50 | |
| -0.0439 | -17.05 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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