CBOT Rough Rice AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
21.98%
increased by 0.72%
1 Week
22.36%
increased by 1.10%
1 Month
23.67%
increased by 2.41%
Analysis last updated: Tuesday, June 16, 2026 at 03:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 15.43 | |
| 0.0977 | 28.85 | |
| 0.8836 | 268.23 | |
| 0.2086 | 5.83 |
Estimation Period:
Sep 15, 1999 to Jun 12, 2026
Sep 15, 1999 to Jun 12, 2026
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