CBOT Corn GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.17%
decreased by 0.73%
1 Week
23.41%
decreased by 0.49%
1 Month
24.29%
increased by 0.39%
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 | |
|---|---|---|
| 0.0541 | 17.48 | |
| 0.0717 | 31.54 | |
| 0.9138 | 360.05 |
Estimation Period:
Jul 17, 2000 to Jun 12, 2026
Jul 17, 2000 to Jun 12, 2026
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