Cmes Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:76.23% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2925 | 1.18 | |
| 0.0412 | 2.83 | |
| 0.9610 | 48.90 | |
| -0.0412 | -1.61 |
Estimation Period:
Oct 24, 2024 to Feb 13, 2026
Oct 24, 2024 to Feb 13, 2026
News Impact Curve
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