CBOT Soybeans MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
17.19%
increased by 0.09%
1 Week
17.54%
increased by 0.44%
1 Month
18.81%
increased by 1.71%
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 | |
|---|---|---|
| 41 | ||
| 0.0728 | 12.43 | |
| 0.8985 | 66.24 | |
| -0.0145 | -2.61 | |
| 0.0352 | 3.11 | |
| 0.0468 | 1.53 | |
| 0.9379 | 26.14 |
Estimation Period:
Sep 15, 2000 to Jun 12, 2026
Sep 15, 2000 to Jun 12, 2026
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