CME Lumber MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
16.55%
decreased by 0.03%
1 Week
20.19%
increased by 3.61%
1 Month
25.40%
increased by 8.82%
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 | |
|---|---|---|
| 46 | ||
| 0.0000 | 0.01 | |
| 0.5428 | 24.23 | |
| 0.5000 | 24.96 | |
| 1.5716 | 1.78 | |
| 0.6162 | 1.21 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 5, 2022 to Jun 5, 2026
Aug 5, 2022 to Jun 5, 2026
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