ICE US Orange Juice GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
71.04%
increased by 0.39%
1 Week
70.91%
increased by 0.26%
1 Month
70.39%
decreased by 0.26%
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 | |
|---|---|---|
| 0.0173 | 10.16 | |
| 0.0262 | 14.49 | |
| 0.9715 | 773.45 | |
| -0.0007 | -0.26 |
Estimation Period:
Sep 17, 2001 to Jun 5, 2026
Sep 17, 2001 to Jun 5, 2026
Other ICE US Orange Juice Analyses
Other GJR-GARCH Analyses on Commodities