Cummins Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.38% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0421 | 13.85 | |
| 0.8325 | 101.74 | |
| 0.0715 | 16.35 | |
| 0.0254 | 2.72 | |
| 0.0324 | 3.38 | |
| 0.9622 | 83.85 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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