ICE US Cocoa APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
66.45%
increased by 0.09%
1 Week
66.42%
increased by 0.06%
1 Month
66.28%
decreased by 0.08%
Analysis last updated: Saturday, June 6, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 7.09 | |
| 0.0277 | 18.37 | |
| 0.9723 | 804.23 | |
| -0.1737 | -10.01 | |
| 1.8247 | 23.49 |
Estimation Period:
Jan 3, 2000 to Jun 5, 2026
Jan 3, 2000 to Jun 5, 2026
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