ICE US Cocoa Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
67.67%
increased by 0.44%
1 Week
67.68%
increased by 0.45%
1 Month
67.69%
increased by 0.46%
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 | |
|---|---|---|
| 1.2284 | 8.26 | |
| 0.0244 | 5.22 | |
| 0.9715 | 163.11 | |
| -0.0049 | -1.08 | |
| 0.0229 | 2.45 |
Estimation Period:
Jan 3, 2000 to Jun 5, 2026
Jan 3, 2000 to Jun 5, 2026
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