CBOT Corn GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.75%
decreased by 0.92%
1 Week
25.93%
decreased by 0.74%
1 Month
26.55%
decreased by 0.12%
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 | |
|---|---|---|
| 0.0579 | 18.71 | |
| 0.0625 | 17.55 | |
| 0.9098 | 372.71 | |
| 0.0253 | 3.43 |
Estimation Period:
Jul 17, 2000 to Jun 5, 2026
Jul 17, 2000 to Jun 5, 2026
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