Cummins Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
40.49%
decreased by 1.82%
1 Week
40.43%
decreased by 1.88%
1 Month
40.64%
decreased by 1.67%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0424 | 14.00 | |
| 0.8298 | 100.16 | |
| 0.0718 | 16.33 | |
| 0.0267 | 2.65 | |
| 0.0343 | 3.30 | |
| 0.9602 | 77.44 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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