ICE US Orange Juice GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
71.11%
increased by 0.41%
1 Week
70.98%
increased by 0.28%
1 Month
70.46%
decreased by 0.24%
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 | |
|---|---|---|
| 0.0171 | 10.13 | |
| 0.0257 | 24.02 | |
| 0.9717 | 781.70 |
Estimation Period:
Sep 17, 2001 to Jun 5, 2026
Sep 17, 2001 to Jun 5, 2026
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