ICE US Coffee Arabica GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
32.01%
decreased by 0.56%
1 Week
32.10%
decreased by 0.47%
1 Month
32.41%
decreased by 0.16%
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 | |
|---|---|---|
| 0.0924 | 15.78 | |
| 0.0371 | 19.49 | |
| 0.9430 | 338.36 |
Estimation Period:
Jan 3, 2000 to Jun 5, 2026
Jan 3, 2000 to Jun 5, 2026
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