CBOT Corn EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.52%
decreased by 1.06%
1 Week
23.80%
decreased by 0.78%
1 Month
24.82%
increased by 0.24%
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 | |
|---|---|---|
| 0.0265 | 18.53 | |
| 0.1523 | 33.60 | |
| 0.9815 | 825.48 | |
| -0.0063 | -1.52 |
Estimation Period:
Jul 17, 2000 to Jun 12, 2026
Jul 17, 2000 to Jun 12, 2026
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