ICE Brent Crude Oil APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
52.23%
decreased by 0.91%
1 Week
51.97%
decreased by 1.17%
1 Month
51.03%
decreased by 2.11%
Analysis last updated: Saturday, June 6, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 15.46 | |
| 0.0978 | 23.44 | |
| 0.9022 | 239.64 | |
| 0.1996 | 7.33 | |
| 1.4396 | 23.91 |
Estimation Period:
Jul 30, 2007 to Jun 5, 2026
Jul 30, 2007 to Jun 5, 2026
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