V-Lab: CME Group Inc/IL GAS-GARCH Student T Volatility Analysis

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V-Lab

CME Group Inc/IL GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.97% (-0.66%)

Analysis last updated: Thursday, April 18, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2065	4.05
$α$	0.0695	35.92
$β$	0.9903	408.21
$ν$	5	9.82

Estimation Period:
Dec 6, 2002 to Apr 12, 2024