Cummins Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.77% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 16.15 | |
| 0.1095 | 30.81 | |
| 0.9872 | 1,400.34 | |
| -0.0371 | -13.30 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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