CME Group Inc/IL AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.38% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 11.75 | |
| 0.0702 | 29.51 | |
| 0.9170 | 383.52 | |
| 0.4673 | 12.72 |
Estimation Period:
Dec 6, 2002 to Feb 20, 2026
Dec 6, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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