ICE Brent Crude Oil GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
47.72%
decreased by 1.41%
1 Week
47.59%
decreased by 1.54%
1 Month
47.09%
decreased by 2.04%
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 | |
|---|---|---|
| 0.0816 | 18.32 | |
| 0.0956 | 25.15 | |
| 0.8925 | 244.00 |
Estimation Period:
Jul 30, 2007 to Jun 5, 2026
Jul 30, 2007 to Jun 5, 2026
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