ICE Brent Crude Oil GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
48.44%
increased by 0.46%
1 Week
48.23%
increased by 0.25%
1 Month
47.44%
decreased by 0.54%
Analysis last updated: Wednesday, June 10, 2026 at 05:15 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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