V-Lab
V-Lab
Cummins Inc Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.37% (+0.60%)

Analysis last updated: Wednesday, May 1, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cummins Inc AMEM
paramt-stat
ω0.151330.72
α0.145938.08
β0.7899245.85
γ0.069510.77
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts