ICE US Coffee Arabica GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.83%
increased by 0.03%
1 Week
30.14%
increased by 0.34%
1 Month
31.08%
increased by 1.28%
Analysis last updated: Saturday, June 13, 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 | |
|---|---|---|
| 0.1850 | 14.82 | |
| 0.0700 | 12.16 | |
| 0.9175 | 264.49 | |
| -0.0579 | -9.01 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
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