CBOT Soybeans EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
17.05%
increased by 0.32%
1 Week
17.26%
increased by 0.53%
1 Month
18.07%
increased by 1.34%
Analysis last updated: Wednesday, June 17, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 14.95 | |
| 0.1538 | 36.25 | |
| 0.9892 | 1,143.55 | |
| 0.0099 | 2.80 |
Estimation Period:
Sep 15, 2000 to Jun 12, 2026
Sep 15, 2000 to Jun 12, 2026
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