Cummins Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.73% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 16.88 | |
| 0.0314 | 17.11 | |
| 0.9363 | 501.22 | |
| 0.0389 | 11.07 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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