CBOT Soybeans GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
17.01%
increased by 0.17%
1 Week
17.18%
increased by 0.34%
1 Month
17.79%
increased by 0.95%
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 | |
|---|---|---|
| 2.2015 | 6.22 | |
| 0.0527 | 28.55 | |
| 0.9891 | 631.62 | |
| 6.5541 | 4.99 |
Estimation Period:
Sep 15, 2000 to Jun 12, 2026
Sep 15, 2000 to Jun 12, 2026
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