RBOB Gasoline AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
40.70%
decreased by 2.32%
1 Week
41.00%
decreased by 2.02%
1 Month
41.98%
decreased by 1.04%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2474 | 18.80 | |
| 0.1084 | 24.93 | |
| 0.8612 | 184.48 | |
| 0.1692 | 3.32 |
Estimation Period:
Nov 1, 2000 to Jun 5, 2026
Nov 1, 2000 to Jun 5, 2026
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