PACCAR Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.33% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 8.11 | |
| 0.0555 | 41.54 | |
| 0.9305 | 572.28 | |
| 0.7721 | 19.64 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities