CME Group Inc/IL Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.97%
decreased by 1.08%
1 Week
30.29%
decreased by 1.76%
1 Month
28.26%
decreased by 3.79%
Analysis last updated: Tuesday, June 9, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1638 | 7.23 | |
| 0.0979 | 7.51 | |
| 0.8476 | 50.16 | |
| -0.0177 | -2.27 | |
| 0.0318 | 2.96 | |
| -0.0165 | -3.43 |
Estimation Period:
Dec 6, 2002 to Jun 5, 2026
Dec 6, 2002 to Jun 5, 2026
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