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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.0430	1.23
α ARCH Response to squared shocks	0.0752	10.24***
β GARCH Volatility persistence	0.9913	136.70***
ν DF Student-t tail thickness	6.0566	1.95*

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ICE Brent Crude Oil GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE Brent Crude Oil Analyses