CME Lumber GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.26%
decreased by 1.16%
1 Week
32.41%
increased by 6.99%
1 Month
53.65%
increased by 28.23%
Analysis last updated: Tuesday, June 9, 2026 at 03:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9226 | 19.93 | |
| 0.5373 | 12.00 | |
| 0.4610 | 23.55 |
Estimation Period:
Aug 5, 2022 to Jun 5, 2026
Aug 5, 2022 to Jun 5, 2026
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