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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2423	18.45***
α ARCH Response to squared shocks	0.1015	13.45***
β GARCH Volatility persistence	0.8642	174.63***
γ leverage Additional response to negative shocks	0.0091	1.06

V-Lab

RBOB Gasoline GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other RBOB Gasoline Analyses