V-Lab
CME Group Inc/IL GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:18.69% (-0.48%)
Analysis last updated: Tuesday, April 30, 2024 at 09:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 14.83 | |
| 0.0648 | 24.21 | |
| 0.9254 | 346.34 |
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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