V-Lab
CME Group Inc/IL MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.02% (-0.60%)
Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 5.68 | |
| 0.1368 | 35.52 | |
| 0.8502 | 236.81 |
Estimation Period:
Dec 6, 2002 to Apr 26, 2024
Dec 6, 2002 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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