Cummins Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:45.36% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 16.86 | |
| 0.0312 | 17.06 | |
| 0.9368 | 504.75 | |
| 0.0385 | 11.06 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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