ICE US Cocoa GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
66.53%
decreased by 0.44%
1 Week
66.46%
decreased by 0.51%
1 Month
66.16%
decreased by 0.81%
Analysis last updated: Saturday, June 27, 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 | |
|---|---|---|
| 5.3945 | 7.19 | |
| 0.0259 | 39.52 | |
| 0.9984 | 5,907.47 | |
| 6.7305 | 9.45 |
Estimation Period:
Jan 3, 2000 to Jun 26, 2026
Jan 3, 2000 to Jun 26, 2026
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