CBOT Soybeans GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
17.45%
decreased by 0.03%
1 Week
17.69%
increased by 0.21%
1 Month
18.54%
increased by 1.06%
Analysis last updated: Wednesday, June 17, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 17.44 | |
| 0.0681 | 32.48 | |
| 0.9207 | 466.40 |
Estimation Period:
Sep 15, 2000 to Jun 12, 2026
Sep 15, 2000 to Jun 12, 2026
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