ICE Brent Crude Oil Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
46.02%
decreased by 1.34%
1 Week
45.70%
decreased by 1.66%
1 Month
44.55%
decreased by 2.81%
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 | |
|---|---|---|
| 1.2546 | 6.67 | |
| 0.0928 | 6.10 | |
| 0.8889 | 56.75 | |
| 0.0212 | 2.90 | |
| -0.0369 | -2.36 |
Estimation Period:
Jul 30, 2007 to Jun 5, 2026
Jul 30, 2007 to Jun 5, 2026
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