Cummins Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
45.37%
decreased by 1.25%
1 Week
45.17%
decreased by 1.45%
1 Month
44.42%
decreased by 2.20%
Analysis last updated: Friday, June 12, 2026 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 16.78 | |
| 0.0308 | 17.15 | |
| 0.9382 | 517.79 | |
| 0.0375 | 10.98 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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