PACCAR Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.08% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 18.37 | |
| 0.0546 | 34.47 | |
| 0.9330 | 473.12 |
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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