V-Lab
CME Group Inc/IL EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:19.91% (-0.71%)
Analysis last updated: Tuesday, May 14, 2024 at 09:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 15.29 | |
| 0.1601 | 29.02 | |
| 0.9853 | 1053.79 | |
| -0.0440 | -10.46 |
Estimation Period:
Dec 6, 2002 to May 10, 2024
Dec 6, 2002 to May 10, 2024
News Impact Curve
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