ICE US Orange Juice MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
71.18%
increased by 5.07%
1 Week
68.42%
increased by 2.31%
1 Month
66.84%
increased by 0.73%
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 | |
|---|---|---|
| 86 | ||
| 0.1533 | 10.59 | |
| 0.3508 | 8.48 | |
| -0.0724 | -7.38 | |
| 0.4728 | 0.23 | |
| 0.4410 | 0.24 | |
| 0.4778 | 0.22 |
Estimation Period:
Sep 17, 2001 to Jun 26, 2026
Sep 17, 2001 to Jun 26, 2026
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