CME Lumber EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
12.85%
decreased by 0.72%
1 Week
13.76%
increased by 0.19%
1 Month
17.40%
increased by 3.83%
Analysis last updated: Tuesday, June 16, 2026 at 03:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 1.76 | |
| 0.1144 | 10.79 | |
| 0.9671 | 104.48 | |
| -0.1738 | -10.84 |
Estimation Period:
Aug 5, 2022 to Jun 12, 2026
Aug 5, 2022 to Jun 12, 2026
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