ICE US Orange Juice GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
83.24%
increased by 1.14%
1 Week
82.91%
increased by 0.81%
1 Month
81.61%
decreased by 0.49%
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 | |
|---|---|---|
| 5.1929 | 6.03 | |
| 0.0348 | 31.78 | |
| 0.9951 | 1,105.64 | |
| 5.4238 | 10.63 |
Estimation Period:
Sep 17, 2001 to Jun 5, 2026
Sep 17, 2001 to Jun 5, 2026
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