Chicago SRW Wheat APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.53%
decreased by 1.15%
1 Week
29.65%
decreased by 1.03%
1 Month
30.10%
decreased by 0.58%
Analysis last updated: Saturday, June 6, 2026 at 04:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 14.80 | |
| 0.0612 | 27.83 | |
| 0.9367 | 402.72 | |
| -0.1770 | -8.09 | |
| 1.1081 | 22.72 |
Estimation Period:
Jul 17, 2000 to Jun 5, 2026
Jul 17, 2000 to Jun 5, 2026
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