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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2113	6.27***
α ARCH Response to squared shocks	0.0929	6.11***
β GARCH Volatility persistence	0.8903	58.19***

γ₁	0.0145	2.51**
γ₂	-0.0192	-2.62***

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ICE Brent Crude Oil Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE Brent Crude Oil Analyses