ICE US Orange Juice EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
73.56%
increased by 0.78%
1 Week
73.16%
increased by 0.38%
1 Month
71.68%
decreased by 1.10%
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 | |
|---|---|---|
| 0.0135 | 15.68 | |
| 0.0694 | 23.43 | |
| 0.9938 | 2,057.62 | |
| 0.0010 | 0.36 |
Estimation Period:
Sep 17, 2001 to Jun 5, 2026
Sep 17, 2001 to Jun 5, 2026
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