RBOB Gasoline EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
40.27%
decreased by 0.27%
1 Week
40.66%
increased by 0.12%
1 Month
41.99%
increased by 1.45%
Analysis last updated: Saturday, June 13, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0638 | 14.60 | |
| 0.2128 | 24.15 | |
| 0.9710 | 437.99 | |
| -0.0107 | -1.86 |
Estimation Period:
Nov 1, 2000 to Jun 12, 2026
Nov 1, 2000 to Jun 12, 2026
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