V-Lab
V-Lab
Cummins Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:24.48% (+3.23%)

Analysis last updated: Tuesday, April 30, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cummins Inc AGARCH
paramt-stat
ω0.050312.37
α0.054632.13
β0.9319462.71
γ0.580817.54
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts