CME Lumber MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
18.30%
decreased by 3.01%
1 Week
20.66%
decreased by 0.65%
1 Month
24.38%
increased by 3.07%
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 | |
|---|---|---|
| 46 | ||
| 0.0000 | 0.01 | |
| 0.5363 | 23.17 | |
| 0.5000 | 24.45 | |
| 1.0645 | 1.91 | |
| 0.7320 | 1.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 5, 2022 to Jun 26, 2026
Aug 5, 2022 to Jun 26, 2026
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