CBOT Oats GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
50.09%
increased by 3.72%
1 Week
49.95%
increased by 3.58%
1 Month
49.45%
increased by 3.08%
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 | |
|---|---|---|
| 8.0495 | 3.81 | |
| 0.0823 | 34.52 | |
| 0.9857 | 251.58 | |
| 3.1201 | 30.52 |
Estimation Period:
Sep 14, 1999 to Jun 12, 2026
Sep 14, 1999 to Jun 12, 2026
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