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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0566	15.79***
α ARCH Response to squared shocks	0.0980	23.65***
β GARCH Volatility persistence	0.9020	243.40***
γ leverage Additional response to negative shocks	0.1960	7.44***
δ power Transformation power	1.4417	24.14***

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ICE Brent Crude Oil APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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