ICE Brent Crude Oil GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
53.50%
increased by 3.95%
1 Week
53.25%
increased by 3.70%
1 Month
52.32%
increased by 2.77%
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 | |
|---|---|---|
| 0.0819 | 18.40 | |
| 0.0957 | 25.19 | |
| 0.8923 | 244.54 |
Estimation Period:
Jul 30, 2007 to Jun 12, 2026
Jul 30, 2007 to Jun 12, 2026
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