CBOT Soybeans Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.21%
decreased by 0.44%
1 Week
19.26%
decreased by 0.39%
1 Month
19.44%
decreased by 0.21%
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 | |
|---|---|---|
| 0.9087 | 7.59 | |
| 0.0681 | 8.04 | |
| 0.9162 | 105.61 | |
| -0.0068 | -2.39 | |
| 0.0093 | 2.57 |
Estimation Period:
Sep 15, 2000 to Jun 5, 2026
Sep 15, 2000 to Jun 5, 2026
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