ICE US Coffee Arabica GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
28.56%
decreased by 0.39%
1 Week
28.99%
increased by 0.04%
1 Month
30.27%
increased by 1.32%
Analysis last updated: Tuesday, June 9, 2026 at 10:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1848 | 14.80 | |
| 0.0699 | 12.13 | |
| 0.9176 | 264.52 | |
| -0.0577 | -8.97 |
Estimation Period:
Jan 3, 2000 to Jun 5, 2026
Jan 3, 2000 to Jun 5, 2026
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