V-Lab
V-Lab
Cummins Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:24.94% (-0.62%)

Analysis last updated: Monday, May 6, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cummins Inc AGARCH
paramt-stat
ω0.050312.44
α0.054132.04
β0.9323464.76
γ0.580217.50
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts