V-Lab
V-Lab
Cummins Inc APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:22.64% (-0.70%)

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 APARCH
paramt-stat
ω0.024819.30
α0.058729.84
β0.9413510.73
γ0.438618.83
δ0.619620.98
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts