ICE US Cocoa GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
61.32%
decreased by 0.61%
1 Week
61.29%
decreased by 0.64%
1 Month
61.19%
decreased by 0.74%
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 | |
|---|---|---|
| 0.0071 | 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
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