Cummins Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.73% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 16.11 | |
| 0.1086 | 31.04 | |
| 0.9874 | 1,412.52 | |
| -0.0370 | -13.33 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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