RBOB Gasoline Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
41.40%
decreased by 2.36%
1 Week
41.52%
decreased by 2.24%
1 Month
41.86%
decreased by 1.90%
Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5935 | 8.27 | |
| 0.1039 | 5.99 | |
| 0.8524 | 36.79 | |
| 0.0081 | 3.69 | |
| -0.0093 | -3.29 |
Estimation Period:
Nov 1, 2000 to Jun 5, 2026
Nov 1, 2000 to Jun 5, 2026
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