CBOT Soybeans Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.92%
decreased by 0.42%
1 Week
20.05%
decreased by 0.29%
1 Month
20.53%
increased by 0.19%
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 | |
|---|---|---|
| 0.8702 | 7.28 | |
| 0.0683 | 7.93 | |
| 0.9153 | 103.23 | |
| -0.0092 | -2.82 | |
| 0.0156 | 2.52 |
Estimation Period:
Sep 15, 2000 to Jun 5, 2026
Sep 15, 2000 to Jun 5, 2026
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