NY Harbor ULSD Heating Oil GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
49.54%
decreased by 2.59%
1 Week
49.42%
decreased by 2.71%
1 Month
48.97%
decreased by 3.16%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 20.48 | |
| 0.0949 | 30.56 | |
| 0.8949 | 311.69 |
Estimation Period:
Sep 4, 2000 to Jun 5, 2026
Sep 4, 2000 to Jun 5, 2026
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