CBOT Soybeans GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.53%
decreased by 0.41%
1 Week
19.69%
decreased by 0.25%
1 Month
20.30%
increased by 0.36%
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 | |
|---|---|---|
| 0.0284 | 16.01 | |
| 0.0765 | 18.73 | |
| 0.9226 | 467.63 | |
| -0.0187 | -3.41 |
Estimation Period:
Sep 15, 2000 to Jun 5, 2026
Sep 15, 2000 to Jun 5, 2026
Other CBOT Soybeans Analyses
Other GJR-GARCH Analyses on Commodities