CME Group Inc/IL GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.99% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 15.23 | |
| 0.0430 | 18.16 | |
| 0.9306 | 382.18 | |
| 0.0357 | 6.68 |
Estimation Period:
Dec 6, 2002 to Feb 6, 2026
Dec 6, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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