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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.1200	5.22***
α ARCH Response to squared shocks	0.0631	36.30***
β GARCH Volatility persistence	0.9880	424.41***
ν DF Student-t tail thickness	5.3656	7.77***

V-Lab

RBOB Gasoline GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other RBOB Gasoline Analyses