CME Group Inc/IL EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.88% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 15.93 | |
| 0.1493 | 28.50 | |
| 0.9874 | 1,240.49 | |
| -0.0371 | -9.52 |
Estimation Period:
Dec 6, 2002 to Feb 13, 2026
Dec 6, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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