V-Lab: Cummins Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Cummins Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 23rd, 2024:25.39% (-1.13%)

Analysis last updated: Friday, September 20, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6654	4.33
$α$	0.0613	23.92
$β$	0.9866	302.00
$ν$	5	7.18

Estimation Period:
Jan 2, 1990 to Sep 20, 2024