CBOT Corn GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.04%
decreased by 0.83%
1 Week
25.22%
decreased by 0.65%
1 Month
25.86%
decreased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 05:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0542 | 17.50 | |
| 0.0718 | 31.55 | |
| 0.9137 | 360.01 |
Estimation Period:
Jul 17, 2000 to Jun 5, 2026
Jul 17, 2000 to Jun 5, 2026
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