CBOT Corn GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.82%
decreased by 0.81%
1 Week
24.06%
decreased by 0.57%
1 Month
24.93%
increased by 0.30%
Analysis last updated: Saturday, June 13, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 18.70 | |
| 0.0625 | 17.54 | |
| 0.9100 | 372.63 | |
| 0.0248 | 3.37 |
Estimation Period:
Jul 17, 2000 to Jun 12, 2026
Jul 17, 2000 to Jun 12, 2026
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