ICE US Orange Juice GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
68.68%
increased by 0.09%
1 Week
68.55%
decreased by 0.04%
1 Month
68.05%
decreased by 0.54%
Analysis last updated: Wednesday, June 17, 2026 at 01:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 10.22 | |
| 0.0257 | 23.97 | |
| 0.9716 | 779.14 |
Estimation Period:
Sep 17, 2001 to Jun 12, 2026
Sep 17, 2001 to Jun 12, 2026
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