PACCAR Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.28% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0281 | 13.04 | |
| 0.8977 | 208.18 | |
| 0.0623 | 18.31 | |
| 0.0114 | 5.41 | |
| 0.0159 | 6.50 | |
| 0.9814 | 337.93 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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