PACCAR Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
28.36%
decreased by 0.52%
1 Week
28.51%
decreased by 0.37%
1 Month
29.06%
increased by 0.18%
Analysis last updated: Tuesday, June 9, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 14.62 | |
| 0.0234 | 15.13 | |
| 0.9421 | 598.53 | |
| 0.0493 | 13.60 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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