PACCAR Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.35% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 12.83 | |
| 0.1025 | 36.65 | |
| 0.9883 | 1,397.92 | |
| -0.0446 | -17.03 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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