Chicago SRW Wheat MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
25.22%
increased by 0.10%
1 Week
26.00%
increased by 0.88%
1 Month
27.92%
increased by 2.80%
Analysis last updated: Wednesday, June 17, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0851 | 24.14 | |
| 0.8082 | 58.03 | |
| -0.0447 | -9.11 | |
| 0.1440 | 0.78 | |
| 0.1696 | 0.83 | |
| 0.7942 | 3.16 |
Estimation Period:
Jul 17, 2000 to Jun 12, 2026
Jul 17, 2000 to Jun 12, 2026
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