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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.9476	4.93***
α ARCH Response to squared shocks	0.0748	40.73***
β GARCH Volatility persistence	0.9912	538.99***
ν DF Student-t tail thickness	6.0678	7.70***

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ICE Brent Crude Oil GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE Brent Crude Oil Analyses