ICE US Coffee Arabica Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
35.58%
decreased by 0.60%
1 Week
36.00%
decreased by 0.18%
1 Month
37.24%
increased by 1.06%
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 | |
|---|---|---|
| 1.2487 | 14.79 | |
| 0.0445 | 4.80 | |
| 0.9108 | 51.54 | |
| 0.0028 | 4.67 |
Estimation Period:
Jan 3, 2000 to Jun 5, 2026
Jan 3, 2000 to Jun 5, 2026
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