CBOT Oats GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
60.44%
decreased by 1.64%
1 Week
60.07%
decreased by 2.01%
1 Month
58.69%
decreased by 3.39%
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 | |
|---|---|---|
| 8.1141 | 3.82 | |
| 0.0825 | 35.06 | |
| 0.9859 | 255.67 | |
| 3.1176 | 31.10 |
Estimation Period:
Sep 14, 1999 to Jun 5, 2026
Sep 14, 1999 to Jun 5, 2026
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