CBOT Soybeans APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.41%
decreased by 0.38%
1 Week
19.61%
decreased by 0.18%
1 Month
20.36%
increased by 0.57%
Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 14.58 | |
| 0.0780 | 30.58 | |
| 0.9220 | 418.12 | |
| -0.0627 | -3.37 | |
| 1.4092 | 24.65 |
Estimation Period:
Sep 15, 2000 to Jun 5, 2026
Sep 15, 2000 to Jun 5, 2026
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