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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2100	6.21***
α ARCH Response to squared shocks	0.0939	6.20***
β GARCH Volatility persistence	0.8895	58.44***

γ₁	0.0143	2.50**
γ₂	-0.0190	-2.62***

V-Lab

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