CBOT Oats APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
34.57%
decreased by 0.22%
1 Week
34.65%
decreased by 0.14%
1 Month
34.98%
increased by 0.19%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 11.33 | |
| 0.0135 | 10.38 | |
| 0.9831 | 1,132.64 | |
| -0.5555 | -6.90 | |
| 1.9010 | 24.62 |
Estimation Period:
Sep 14, 1999 to Jun 5, 2026
Sep 14, 1999 to Jun 5, 2026
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