ICE US Orange Juice Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
73.81%
increased by 0.52%
1 Week
73.65%
increased by 0.36%
1 Month
73.10%
decreased by 0.19%
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 | |
|---|---|---|
| 0.6062 | 8.46 | |
| 0.0392 | 5.32 | |
| 0.9312 | 64.61 | |
| -0.0132 | -4.19 | |
| 0.0305 | 5.36 |
Estimation Period:
Sep 17, 2001 to Jun 5, 2026
Sep 17, 2001 to Jun 5, 2026
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