CME Lumber GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.78%
increased by 0.74%
1 Week
19.06%
increased by 1.02%
1 Month
20.15%
increased by 2.11%
Analysis last updated: Wednesday, June 10, 2026 at 03:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 18.8181 | 10.27 | |
| 0.0511 | 34.44 | |
| 0.9988 | 2,496.94 | |
| 3.0644 | 38.53 |
Estimation Period:
Aug 5, 2022 to Jun 5, 2026
Aug 5, 2022 to Jun 5, 2026
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