PACCAR Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
36.21%
increased by 1.96%
1 Week
36.16%
increased by 1.91%
1 Month
35.98%
increased by 1.73%
Analysis last updated: Wednesday, June 17, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4756 | 4.46 | |
| 0.0533 | 25.79 | |
| 0.9904 | 449.76 | |
| 5.3773 | 6.79 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GAS-GARCH Student T Analyses on Equities