Cummins Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
41.46%
decreased by 1.21%
1 Week
41.53%
decreased by 1.14%
1 Month
41.76%
decreased by 0.91%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 16.09 | |
| 0.1076 | 31.18 | |
| 0.9876 | 1,435.45 | |
| -0.0366 | -13.29 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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