ICE Brent Crude Oil MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
56.00%
increased by 4.80%
1 Week
55.12%
increased by 3.92%
1 Month
52.44%
increased by 1.24%
Analysis last updated: Wednesday, June 17, 2026 at 05:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0648 | 12.30 | |
| 0.8791 | 113.38 | |
| 0.0507 | 6.53 | |
| 0.0158 | 7.45 | |
| 0.0127 | 3.83 | |
| 0.9842 | 263.30 |
Estimation Period:
Jul 30, 2007 to Jun 12, 2026
Jul 30, 2007 to Jun 12, 2026
Other ICE Brent Crude Oil Analyses
Other MF2-GARCH Analyses on Commodities