CME Group Inc/IL EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.69%
decreased by 0.73%
1 Week
35.79%
decreased by 0.63%
1 Month
36.18%
decreased by 0.24%
Analysis last updated: Tuesday, June 9, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 16.41 | |
| 0.1490 | 28.78 | |
| 0.9874 | 1,248.25 | |
| -0.0359 | -9.25 |
Estimation Period:
Dec 6, 2002 to Jun 5, 2026
Dec 6, 2002 to Jun 5, 2026
Other CME Group Inc/IL Analyses
Other EGARCH Analyses on Equities