RBOB Gasoline MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
40.15%
increased by 0.85%
1 Week
40.63%
increased by 1.33%
1 Month
42.17%
increased by 2.87%
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 | |
|---|---|---|
| 126 | ||
| 0.1073 | 15.98 | |
| 0.8343 | 110.40 | |
| -0.0016 | -0.25 | |
| 0.0956 | 4.49 | |
| 0.0324 | 5.21 | |
| 0.9540 | 110.02 |
Estimation Period:
Nov 1, 2000 to Jun 19, 2026
Nov 1, 2000 to Jun 19, 2026
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