V-Lab
V-Lab
Cummins Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:24.06% (+4.22%)

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 EGARCH
paramt-stat
ω0.024716.66
α0.110430.36
β0.98791437.98
γ-0.0363-12.95
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts