ICE US Orange Juice GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
80.70%
increased by 1.28%
1 Week
80.39%
increased by 0.97%
1 Month
79.15%
decreased by 0.27%
Analysis last updated: Saturday, June 27, 2026 at 04:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1846 | 6.07 | |
| 0.0347 | 31.86 | |
| 0.9951 | 1,111.85 | |
| 5.4448 | 10.64 |
Estimation Period:
Sep 17, 2001 to Jun 26, 2026
Sep 17, 2001 to Jun 26, 2026
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