CBOT Corn GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
21.97%
decreased by 0.76%
1 Week
22.12%
decreased by 0.61%
1 Month
22.66%
decreased by 0.07%
Analysis last updated: Saturday, June 27, 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 | |
|---|---|---|
| 3.0390 | 5.26 | |
| 0.0584 | 25.98 | |
| 0.9883 | 425.26 | |
| 5.7422 | 6.52 |
Estimation Period:
Jul 17, 2000 to Jun 26, 2026
Jul 17, 2000 to Jun 26, 2026
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