PACCAR Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.62% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 14.56 | |
| 0.0238 | 15.09 | |
| 0.9410 | 584.09 | |
| 0.0505 | 13.66 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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