CBOT Soybeans GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.05%
decreased by 0.48%
1 Week
19.23%
decreased by 0.30%
1 Month
19.88%
increased by 0.35%
Analysis last updated: Tuesday, June 9, 2026 at 05:18 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
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