ICE US Coffee Arabica AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.91%
decreased by 0.15%
1 Week
30.42%
increased by 0.36%
1 Month
31.73%
increased by 1.67%
Analysis last updated: Saturday, June 13, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2339 | 18.54 | |
| 0.0559 | 26.70 | |
| 0.8796 | 242.65 | |
| -1.0349 | -15.17 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
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