RBOB Gasoline Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
42.52%
decreased by 0.59%
1 Week
42.55%
decreased by 0.56%
1 Month
42.61%
decreased by 0.50%
Analysis last updated: Saturday, June 27, 2026 at 04:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5931 | 8.28 | |
| 0.1039 | 5.99 | |
| 0.8524 | 36.82 | |
| 0.0081 | 3.71 | |
| -0.0093 | -3.31 |
Estimation Period:
Nov 1, 2000 to Jun 26, 2026
Nov 1, 2000 to Jun 26, 2026
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