CME Group Inc/IL Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.38%
increased by 1.09%
1 Week
31.59%
increased by 0.30%
1 Month
29.21%
decreased by 2.08%
Analysis last updated: Friday, June 12, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1646 | 7.22 | |
| 0.0978 | 7.51 | |
| 0.8481 | 50.35 | |
| -0.0177 | -2.27 | |
| 0.0317 | 2.96 | |
| -0.0165 | -3.43 |
Estimation Period:
Dec 6, 2002 to Jun 12, 2026
Dec 6, 2002 to Jun 12, 2026
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