ICE US Orange Juice AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
68.13%
decreased by 1.47%
1 Week
67.80%
decreased by 1.80%
1 Month
66.53%
decreased by 3.07%
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 | |
|---|---|---|
| 0.0405 | 14.32 | |
| 0.0413 | 32.53 | |
| 0.9516 | 659.04 | |
| 0.1614 | 2.62 |
Estimation Period:
Sep 17, 2001 to Jun 5, 2026
Sep 17, 2001 to Jun 5, 2026
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