ICE Brent Crude Oil Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
47.66%
decreased by 1.34%
1 Week
47.58%
decreased by 1.42%
1 Month
47.31%
decreased by 1.69%
Analysis last updated: Saturday, June 6, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2150 | 6.28 | |
| 0.0932 | 6.12 | |
| 0.8899 | 57.85 | |
| 0.0147 | 2.52 | |
| -0.0194 | -2.64 |
Estimation Period:
Jul 30, 2007 to Jun 5, 2026
Jul 30, 2007 to Jun 5, 2026
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