CBOT Oats EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
41.07%
increased by 3.46%
1 Week
39.01%
increased by 1.40%
1 Month
38.72%
increased by 1.11%
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 | |
|---|---|---|
| 2.9171 | 30.03 | |
| 0.1521 | 10.30 | |
| -0.6394 | -12.53 | |
| -0.0096 | -0.84 |
Estimation Period:
Sep 14, 1999 to Jun 12, 2026
Sep 14, 1999 to Jun 12, 2026
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