Chicago SRW Wheat Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
31.18%
decreased by 0.81%
1 Week
31.18%
decreased by 0.81%
1 Month
31.19%
decreased by 0.80%
Analysis last updated: Saturday, June 6, 2026 at 04:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0735 | 10.20 | |
| 0.0505 | 6.97 | |
| 0.9362 | 105.60 | |
| 0.0002 | 0.82 |
Estimation Period:
Jul 17, 2000 to Jun 5, 2026
Jul 17, 2000 to Jun 5, 2026
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