ICE US Coffee Arabica GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.03%
decreased by 0.25%
1 Week
33.05%
decreased by 0.23%
1 Month
33.16%
decreased by 0.12%
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 | |
|---|---|---|
| 4.7081 | 7.99 | |
| 0.0250 | 27.59 | |
| 0.9905 | 687.38 | |
| 6.4076 | 3.61 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
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