CME Lumber GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
25.42%
decreased by 4.23%
1 Week
33.29%
increased by 3.64%
1 Month
54.18%
increased by 24.53%
Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9226 | 19.93 | |
| 0.5373 | 12.00 | |
| 0.4610 | 23.55 |
Estimation Period:
Aug 5, 2022 to Jun 5, 2026
Aug 5, 2022 to Jun 5, 2026
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