Chicago SRW Wheat EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.14%
decreased by 0.84%
1 Week
25.36%
decreased by 0.62%
1 Month
26.18%
increased by 0.20%
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 | |
|---|---|---|
| 0.0240 | 15.81 | |
| 0.1219 | 28.94 | |
| 0.9835 | 984.50 | |
| 0.0208 | 6.06 |
Estimation Period:
Jul 17, 2000 to Jun 12, 2026
Jul 17, 2000 to Jun 12, 2026
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