PACCAR Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.94%
decreased by 0.78%
1 Week
33.96%
decreased by 0.76%
1 Month
34.06%
decreased by 0.66%
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 | |
|---|---|---|
| 0.0483 | 14.62 | |
| 0.0234 | 15.14 | |
| 0.9422 | 600.50 | |
| 0.0492 | 13.61 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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