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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.0707	1.31
α ARCH Response to squared shocks	0.0631	9.03***
β GARCH Volatility persistence	0.9879	105.01***
ν DF Student-t tail thickness	5.3739	1.92*

V-Lab

RBOB Gasoline GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other RBOB Gasoline Analyses