RBOB Gasoline APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
45.47%
decreased by 4.64%
1 Week
45.83%
decreased by 4.28%
1 Month
47.07%
decreased by 3.04%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0668 | 12.32 | |
| 0.1170 | 21.66 | |
| 0.8830 | 163.70 | |
| 0.0724 | 3.22 | |
| 0.8454 | 17.80 |
Estimation Period:
Nov 1, 2000 to Jun 5, 2026
Nov 1, 2000 to Jun 5, 2026
Other RBOB Gasoline Analyses
Other APARCH Analyses on Commodities