Cummins Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.04% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 16.89 | |
| 0.0317 | 17.16 | |
| 0.9357 | 495.33 | |
| 0.0393 | 11.05 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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