ICE Brent Crude Oil GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
53.01%
decreased by 0.65%
1 Week
52.79%
decreased by 0.87%
1 Month
51.97%
decreased by 1.69%
Analysis last updated: Tuesday, June 23, 2026 at 05:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9695 | 4.92 | |
| 0.0749 | 40.61 | |
| 0.9912 | 540.76 | |
| 6.0517 | 7.74 |
Estimation Period:
Jul 30, 2007 to Jun 19, 2026
Jul 30, 2007 to Jun 19, 2026
Other ICE Brent Crude Oil Analyses
Other GAS-GARCH Student T Analyses on Commodities