Chicago SRW Wheat AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.35%
decreased by 0.66%
1 Week
27.49%
decreased by 0.52%
1 Month
28.00%
decreased by 0.01%
Analysis last updated: Saturday, June 13, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 14.43 | |
| 0.0499 | 28.61 | |
| 0.9364 | 433.52 | |
| -0.3023 | -6.82 |
Estimation Period:
Jul 17, 2000 to Jun 12, 2026
Jul 17, 2000 to Jun 12, 2026
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