RBOB Gasoline EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
42.99%
decreased by 2.42%
1 Week
43.24%
decreased by 2.17%
1 Month
44.11%
decreased by 1.30%
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 | |
|---|---|---|
| 0.0635 | 14.56 | |
| 0.2124 | 24.06 | |
| 0.9712 | 439.06 | |
| -0.0108 | -1.88 |
Estimation Period:
Nov 1, 2000 to Jun 5, 2026
Nov 1, 2000 to Jun 5, 2026
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