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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2421	18.45***
α ARCH Response to squared shocks	0.1019	13.43***
β GARCH Volatility persistence	0.8642	174.69***
γ leverage Additional response to negative shocks	0.0085	0.98

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RBOB Gasoline GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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