Chicago SRW Wheat AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
29.93%
decreased by 0.70%
1 Week
30.00%
decreased by 0.63%
1 Month
30.23%
decreased by 0.40%
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 | |
|---|---|---|
| 0.0511 | 14.39 | |
| 0.0496 | 28.53 | |
| 0.9369 | 435.97 | |
| -0.2988 | -6.73 |
Estimation Period:
Jul 17, 2000 to Jun 5, 2026
Jul 17, 2000 to Jun 5, 2026
Other Chicago SRW Wheat Analyses
Other AGARCH Analyses on Commodities