CME Lumber GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
17.91%
decreased by 0.65%
1 Week
18.21%
decreased by 0.35%
1 Month
19.35%
increased by 0.79%
Analysis last updated: Saturday, June 6, 2026 at 04:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 18.8181 | 10.27 | |
| 0.0511 | 34.44 | |
| 0.9988 | 2,496.94 | |
| 3.0644 | 38.53 |
Estimation Period:
Aug 5, 2022 to Jun 5, 2026
Aug 5, 2022 to Jun 5, 2026
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