V-Lab
V-Lab
PACCAR Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:27.85% (-0.24%)

Analysis last updated: Thursday, May 9, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PACCAR Inc EGARCH
paramt-stat
ω0.021912.46
α0.104835.68
β0.98861392.38
γ-0.0461-16.47
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts