Chicago SRW Wheat GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
27.07%
decreased by 0.37%
1 Week
27.22%
decreased by 0.22%
1 Month
27.78%
increased by 0.34%
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 | |
|---|---|---|
| 0.0549 | 16.75 | |
| 0.0508 | 27.28 | |
| 0.9360 | 416.21 |
Estimation Period:
Jul 17, 2000 to Jun 12, 2026
Jul 17, 2000 to Jun 12, 2026
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