CBOT Corn MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
21.64%
decreased by 0.47%
1 Week
22.63%
increased by 0.52%
1 Month
23.97%
increased by 1.86%
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 | |
|---|---|---|
| 46 | ||
| 0.0472 | 12.13 | |
| 0.7482 | 49.90 | |
| 0.0549 | 7.82 | |
| 0.7287 | 0.49 | |
| 0.7726 | 0.48 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 17, 2000 to Jun 26, 2026
Jul 17, 2000 to Jun 26, 2026
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