ICE US Coffee Arabica APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
28.82%
decreased by 0.52%
1 Week
29.22%
decreased by 0.12%
1 Month
30.47%
increased by 1.13%
Analysis last updated: Saturday, June 6, 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 | |
|---|---|---|
| 0.1333 | 11.72 | |
| 0.0410 | 16.62 | |
| 0.9218 | 261.14 | |
| -0.4469 | -11.38 | |
| 1.6627 | 24.28 |
Estimation Period:
Jan 3, 2000 to Jun 5, 2026
Jan 3, 2000 to Jun 5, 2026
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