V-Lab: Cummins Inc APARCH Volatility Analysis

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V-Lab

Cummins Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:23.34% (+3.68%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0248	19.30
$α$	0.0587	29.84
$β$	0.9413	510.73
$γ$	0.4386	18.83
$δ$	0.6196	20.98

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts