ICE Brent Crude Oil GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
47.98%
decreased by 2.20%
1 Week
47.78%
decreased by 2.40%
1 Month
47.03%
decreased by 3.15%
Analysis last updated: Tuesday, June 9, 2026 at 05:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 16.68 | |
| 0.0670 | 11.61 | |
| 0.8961 | 254.22 | |
| 0.0476 | 4.61 |
Estimation Period:
Jul 30, 2007 to Jun 5, 2026
Jul 30, 2007 to Jun 5, 2026
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