PACCAR Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.95% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 12.75 | |
| 0.1025 | 36.63 | |
| 0.9883 | 1,395.97 | |
| -0.0449 | -17.15 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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