ICE US Orange Juice GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
69.43%
increased by 0.50%
1 Week
69.30%
increased by 0.37%
1 Month
68.80%
decreased by 0.13%
Analysis last updated: Saturday, June 27, 2026 at 04:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 10.22 | |
| 0.0261 | 14.48 | |
| 0.9715 | 775.33 | |
| -0.0007 | -0.25 |
Estimation Period:
Sep 17, 2001 to Jun 26, 2026
Sep 17, 2001 to Jun 26, 2026
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