ICE US Orange Juice MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
69.38%
increased by 0.68%
1 Week
68.78%
increased by 0.08%
1 Month
67.43%
decreased by 1.27%
Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1546 | 10.62 | |
| 0.3473 | 8.38 | |
| -0.0733 | -7.41 | |
| 0.4764 | 0.23 | |
| 0.4415 | 0.24 | |
| 0.4765 | 0.21 |
Estimation Period:
Sep 17, 2001 to Jun 5, 2026
Sep 17, 2001 to Jun 5, 2026
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