PACCAR Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.67% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0281 | 13.05 | |
| 0.8975 | 207.38 | |
| 0.0621 | 18.25 | |
| 0.0115 | 5.37 | |
| 0.0160 | 6.47 | |
| 0.9812 | 333.64 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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