CBOT Oats GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
35.38%
increased by 0.27%
1 Week
35.42%
increased by 0.31%
1 Month
35.60%
increased by 0.49%
Analysis last updated: Saturday, June 13, 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 | |
|---|---|---|
| 0.0209 | 10.31 | |
| 0.0155 | 21.16 | |
| 0.9816 | 1,191.22 |
Estimation Period:
Sep 14, 1999 to Jun 12, 2026
Sep 14, 1999 to Jun 12, 2026
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