CBOT Oats GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
33.35%
decreased by 0.10%
1 Week
33.42%
decreased by 0.03%
1 Month
33.72%
increased by 0.27%
Analysis last updated: Saturday, June 27, 2026 at 04:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 7.91 | |
| 0.0298 | 12.37 | |
| 0.9831 | 1,091.07 | |
| -0.0273 | -9.00 |
Estimation Period:
Sep 14, 1999 to Jun 26, 2026
Sep 14, 1999 to Jun 26, 2026
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