CBOT Oats AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
34.54%
decreased by 0.26%
1 Week
34.59%
decreased by 0.21%
1 Month
34.80%
decreased by 0.00%
Analysis last updated: Saturday, June 13, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 4.90 | |
| 0.0178 | 20.14 | |
| 0.9796 | 911.29 | |
| -0.5751 | -10.83 |
Estimation Period:
Sep 14, 1999 to Jun 12, 2026
Sep 14, 1999 to Jun 12, 2026
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