CBOT Soybeans GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.85%
decreased by 0.52%
1 Week
18.07%
decreased by 0.30%
1 Month
18.87%
increased by 0.50%
Analysis last updated: Saturday, June 13, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 17.44 | |
| 0.0681 | 32.48 | |
| 0.9207 | 466.40 |
Estimation Period:
Sep 15, 2000 to Jun 12, 2026
Sep 15, 2000 to Jun 12, 2026
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