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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0812	16.88***
α ARCH Response to squared shocks	0.0675	11.77***
β GARCH Volatility persistence	0.8958	254.84***
γ leverage Additional response to negative shocks	0.0468	4.54***

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ICE Brent Crude Oil GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE Brent Crude Oil Analyses