CME Lumber GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
17.58%
decreased by 0.77%
1 Week
17.84%
decreased by 0.51%
1 Month
18.82%
increased by 0.47%
Analysis last updated: Saturday, June 27, 2026 at 04:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 18.9821 | 10.66 | |
| 0.0495 | 34.36 | |
| 0.9990 | 3,055.00 | |
| 3.0742 | 42.67 |
Estimation Period:
Aug 5, 2022 to Jun 26, 2026
Aug 5, 2022 to Jun 26, 2026
Other GAS-GARCH Student T Analyses on Commodities