CBOT Rough Rice GARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
21.89%
increased by 1.40%
1 Week
22.27%
increased by 1.78%
1 Month
23.54%
increased by 3.05%
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 | |
|---|---|---|
| 0.0722 | 16.93 | |
| 0.0962 | 28.45 | |
| 0.8836 | 262.03 |
Estimation Period:
Sep 15, 1999 to Jun 12, 2026
Sep 15, 1999 to Jun 12, 2026
Other CBOT Rough Rice Analyses
Other GARCH Analyses on Commodities