PACCAR Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.68%
decreased by 0.56%
1 Week
27.97%
decreased by 0.27%
1 Month
28.99%
increased by 0.75%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0275 | 13.01 | |
| 0.8994 | 209.85 | |
| 0.0608 | 18.14 | |
| 0.0114 | 5.35 | |
| 0.0158 | 6.42 | |
| 0.9814 | 335.42 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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