CBOT Oats MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
34.97%
decreased by 0.44%
1 Week
35.87%
increased by 0.46%
1 Month
36.62%
increased by 1.21%
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 | |
|---|---|---|
| 76 | ||
| 0.1127 | 3.35 | |
| 0.4118 | 5.77 | |
| -0.0696 | -3.42 | |
| 0.2498 | 0.12 | |
| 0.0720 | 0.15 | |
| 0.8872 | 1.12 |
Estimation Period:
Sep 14, 1999 to Jun 5, 2026
Sep 14, 1999 to Jun 5, 2026
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