CME Group Inc/IL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.53% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 15.21 | |
| 0.0429 | 18.18 | |
| 0.9306 | 382.50 | |
| 0.0359 | 6.72 |
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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