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V-Lab

CME Lumber GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, June 29th, 2026

1 Day

23.09%

decreased by 0.77%

1 Week

24.83%

increased by 0.97%

1 Month

30.84%

increased by 6.98%

Analysis last updated: Saturday, June 27, 2026 at 04:14 AM UTC

Date Range:

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6M ·

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graph of CME Lumber GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time