CME Lumber GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.96%
decreased by 0.16%
1 Week
21.25%
increased by 2.13%
1 Month
28.61%
increased by 9.49%
Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1836 | 5.88 | |
| 0.0000 | 0.00 | |
| 0.8567 | 74.42 | |
| 0.2854 | 7.25 |
Estimation Period:
Aug 5, 2022 to Jun 5, 2026
Aug 5, 2022 to Jun 5, 2026
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