CBOT Corn AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.52%
decreased by 0.81%
1 Week
23.77%
decreased by 0.56%
1 Month
24.66%
increased by 0.33%
Analysis last updated: Saturday, June 13, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 18.26 | |
| 0.0746 | 32.16 | |
| 0.9102 | 353.46 | |
| 0.0809 | 2.00 |
Estimation Period:
Jul 17, 2000 to Jun 12, 2026
Jul 17, 2000 to Jun 12, 2026
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