ICE Brent Crude Oil Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
49.76%
increased by 2.62%
1 Week
49.62%
increased by 2.48%
1 Month
49.14%
increased by 2.00%
Analysis last updated: Saturday, June 27, 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 | |
|---|---|---|
| 1.2143 | 6.25 | |
| 0.0931 | 6.13 | |
| 0.8902 | 58.21 | |
| 0.0146 | 2.51 | |
| -0.0193 | -2.63 |
Estimation Period:
Jul 30, 2007 to Jun 26, 2026
Jul 30, 2007 to Jun 26, 2026
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