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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2521	6.64***
α ARCH Response to squared shocks	0.0923	6.10***
β GARCH Volatility persistence	0.8896	57.33***

γ₁	0.0210	2.89***
γ₂	-0.0368	-2.35**

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ICE Brent Crude Oil Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE Brent Crude Oil Analyses