ICE US Coffee Arabica MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
35.83%
decreased by 0.95%
1 Week
35.48%
decreased by 1.30%
1 Month
34.76%
decreased by 2.02%
Analysis last updated: Saturday, June 27, 2026 at 04:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0685 | 18.23 | |
| 0.8572 | 70.89 | |
| -0.0649 | -13.66 | |
| 0.0220 | 0.78 | |
| 0.0130 | 1.31 | |
| 0.9820 | 70.23 |
Estimation Period:
Jan 3, 2000 to Jun 26, 2026
Jan 3, 2000 to Jun 26, 2026
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