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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0891	15.64***
α ARCH Response to squared shocks	0.1044	32.46***
β GARCH Volatility persistence	0.8784	290.87***
γ leverage Additional response to negative shocks	0.4516	11.16***

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ICE Brent Crude Oil AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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