Cummins Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.03% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0420 | 13.86 | |
| 0.8338 | 102.91 | |
| 0.0721 | 16.49 | |
| 0.0254 | 2.76 | |
| 0.0324 | 3.41 | |
| 0.9623 | 84.82 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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