ICE US Cocoa EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
61.58%
decreased by 0.38%
1 Week
61.64%
decreased by 0.32%
1 Month
61.86%
decreased by 0.10%
Analysis last updated: Saturday, June 13, 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 | |
|---|---|---|
| 0.0044 | 4.33 | |
| 0.0648 | 26.36 | |
| 0.9987 | 2,204.67 | |
| 0.0165 | 7.86 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
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