CBOT Oats GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
34.14%
decreased by 0.21%
1 Week
34.21%
decreased by 0.14%
1 Month
34.49%
increased by 0.14%
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 | |
|---|---|---|
| 0.0135 | 7.85 | |
| 0.0297 | 12.37 | |
| 0.9831 | 1,091.12 | |
| -0.0273 | -9.03 |
Estimation Period:
Sep 14, 1999 to Jun 5, 2026
Sep 14, 1999 to Jun 5, 2026
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