CME Group Inc/IL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.54% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1226 | 7.05 | |
| 0.0984 | 7.37 | |
| 0.8443 | 47.82 | |
| -0.0221 | -2.61 | |
| 0.0409 | 3.26 | |
| -0.0325 | -2.60 |
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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