RBOB Gasoline GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
45.40%
increased by 0.98%
1 Week
45.33%
increased by 0.91%
1 Month
45.05%
increased by 0.63%
Analysis last updated: Friday, June 19, 2026 at 11:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0733 | 5.24 | |
| 0.0635 | 35.80 | |
| 0.9877 | 416.76 | |
| 5.3596 | 7.68 |
Estimation Period:
Nov 1, 2000 to Jun 19, 2026
Nov 1, 2000 to Jun 19, 2026
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