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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0794	16.81***
α ARCH Response to squared shocks	0.0685	12.17***
β GARCH Volatility persistence	0.8963	259.86***
γ leverage Additional response to negative shocks	0.0454	4.45***

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ICE Brent Crude Oil GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE Brent Crude Oil Analyses