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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5930	8.29***
α ARCH Response to squared shocks	0.1038	5.99***
β GARCH Volatility persistence	0.8526	36.88***

γ₁	0.0081	3.72***
γ₂	-0.0093	-3.33***

V-Lab

RBOB Gasoline Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other RBOB Gasoline Analyses