ICE Brent Crude Oil EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
53.95%
increased by 2.26%
1 Week
53.47%
increased by 1.78%
1 Month
51.80%
increased by 0.11%
Analysis last updated: Saturday, June 13, 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 | |
|---|---|---|
| 0.0357 | 14.79 | |
| 0.1822 | 24.42 | |
| 0.9816 | 881.96 | |
| -0.0442 | -6.88 |
Estimation Period:
Jul 30, 2007 to Jun 12, 2026
Jul 30, 2007 to Jun 12, 2026
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