CBOT Soybeans AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.40%
decreased by 0.51%
1 Week
17.63%
decreased by 0.28%
1 Month
18.46%
increased by 0.55%
Analysis last updated: Saturday, June 13, 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 | |
|---|---|---|
| 0.0290 | 15.54 | |
| 0.0674 | 31.50 | |
| 0.9212 | 456.95 | |
| -0.1094 | -3.09 |
Estimation Period:
Sep 15, 2000 to Jun 12, 2026
Sep 15, 2000 to Jun 12, 2026
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