ICE US Orange Juice EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
69.90%
increased by 0.44%
1 Week
69.56%
increased by 0.10%
1 Month
68.26%
decreased by 1.20%
Analysis last updated: Wednesday, June 17, 2026 at 01:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 15.74 | |
| 0.0695 | 23.38 | |
| 0.9937 | 2,044.70 | |
| 0.0011 | 0.38 |
Estimation Period:
Sep 17, 2001 to Jun 12, 2026
Sep 17, 2001 to Jun 12, 2026
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