Chicago SRW Wheat Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
26.97%
increased by 0.55%
1 Week
27.08%
increased by 0.66%
1 Month
27.52%
increased by 1.10%
Analysis last updated: Saturday, June 27, 2026 at 04:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0744 | 10.27 | |
| 0.0508 | 6.99 | |
| 0.9357 | 105.11 | |
| 0.0002 | 0.86 |
Estimation Period:
Jul 17, 2000 to Jun 26, 2026
Jul 17, 2000 to Jun 26, 2026
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