ICE US Coffee Arabica EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.76%
increased by 0.46%
1 Week
31.03%
increased by 0.73%
1 Month
31.94%
increased by 1.64%
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 | |
|---|---|---|
| 0.0571 | 11.51 | |
| 0.0996 | 19.68 | |
| 0.9638 | 404.30 | |
| 0.0493 | 12.90 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
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