Chicago SRW Wheat GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.04%
decreased by 0.72%
1 Week
30.09%
decreased by 0.67%
1 Month
30.28%
decreased by 0.48%
Analysis last updated: Wednesday, June 10, 2026 at 05:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 16.39 | |
| 0.0541 | 17.37 | |
| 0.9380 | 425.99 | |
| -0.0111 | -2.29 |
Estimation Period:
Jul 17, 2000 to Jun 5, 2026
Jul 17, 2000 to Jun 5, 2026
Other Chicago SRW Wheat Analyses
Other GJR-GARCH Analyses on Commodities