PACCAR Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.54% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 14.46 | |
| 0.0236 | 15.00 | |
| 0.9411 | 586.73 | |
| 0.0509 | 13.78 |
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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