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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0351	14.92***
α ARCH Response to squared shocks	0.1823	25.05***
β GARCH Volatility persistence	0.9823	907.83***
γ leverage Additional response to negative shocks	-0.0426	-6.81***

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ICE Brent Crude Oil EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE Brent Crude Oil Analyses