ICE US Orange Juice Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
69.68%
increased by 0.47%
1 Week
69.57%
increased by 0.36%
1 Month
69.10%
decreased by 0.11%
Analysis last updated: Saturday, June 27, 2026 at 04:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0102 | 3.68 | |
| 0.0261 | 5.97 | |
| 0.9712 | 187.05 | |
| -0.0004 | -0.65 |
Estimation Period:
Sep 17, 2001 to Jun 26, 2026
Sep 17, 2001 to Jun 26, 2026
Other ICE US Orange Juice Analyses
Other Zero Slope Spline-GARCH Analyses on Commodities