ICE US Cocoa GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
62.29%
increased by 1.38%
1 Week
62.26%
increased by 1.35%
1 Month
62.16%
increased by 1.25%
Analysis last updated: Wednesday, June 17, 2026 at 09:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 6.86 | |
| 0.0250 | 23.17 | |
| 0.9741 | 835.45 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
Other ICE US Cocoa Analyses
Other GARCH Analyses on Commodities