V-Lab: CME Group Inc/IL GAS-GARCH Student T Volatility Analysis

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V-Lab

CME Group Inc/IL GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:20.15% (-1.08%)

Analysis last updated: Tuesday, April 30, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1953	4.07
$α$	0.0694	35.90
$β$	0.9903	411.95
$ν$	5	9.81

Estimation Period:
Dec 6, 2002 to Apr 26, 2024