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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0777	16.59***
α ARCH Response to squared shocks	0.0668	11.97***
β GARCH Volatility persistence	0.8977	261.96***
γ leverage Additional response to negative shocks	0.0463	4.58***

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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