PACCAR Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.89% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 14.56 | |
| 0.0238 | 15.09 | |
| 0.9410 | 585.59 | |
| 0.0505 | 13.67 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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