CME Group Inc/IL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:17.99% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 15.23 | |
| 0.0429 | 18.16 | |
| 0.9307 | 382.36 | |
| 0.0358 | 6.70 |
Estimation Period:
Dec 6, 2002 to Feb 13, 2026
Dec 6, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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