ICE Brent Crude Oil AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
50.00%
decreased by 1.93%
1 Week
49.70%
decreased by 2.23%
1 Month
48.62%
decreased by 3.31%
Analysis last updated: Wednesday, June 17, 2026 at 05:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0896 | 15.56 | |
| 0.1048 | 32.50 | |
| 0.8779 | 289.56 | |
| 0.4523 | 11.14 |
Estimation Period:
Jul 30, 2007 to Jun 12, 2026
Jul 30, 2007 to Jun 12, 2026
Other ICE Brent Crude Oil Analyses
Other AGARCH Analyses on Commodities