CME Group Inc/IL GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.12%
decreased by 0.78%
1 Week
35.06%
decreased by 0.84%
1 Month
34.84%
decreased by 1.06%
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 | |
|---|---|---|
| 0.0340 | 15.48 | |
| 0.0434 | 18.25 | |
| 0.9305 | 385.46 | |
| 0.0350 | 6.58 |
Estimation Period:
Dec 6, 2002 to Jun 5, 2026
Dec 6, 2002 to Jun 5, 2026
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