V-Lab: Cummins Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Cummins Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.77% (+0.78%)

Analysis last updated: Friday, April 19, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6979	4.23
$α$	0.0612	24.06
$β$	0.9869	299.59
$ν$	5	7.23

Estimation Period:
Jan 2, 1990 to Apr 19, 2024