ICE US Cocoa AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
60.08%
decreased by 0.57%
1 Week
60.04%
decreased by 0.61%
1 Month
59.88%
decreased by 0.77%
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 | |
|---|---|---|
| 0.0029 | 1.59 | |
| 0.0250 | 25.14 | |
| 0.9738 | 904.22 | |
| -0.3973 | -5.95 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
Other ICE US Cocoa Analyses
Other AGARCH Analyses on Commodities