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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	8.0258	4.74***
α ARCH Response to squared shocks	0.0666	48.51***
β GARCH Volatility persistence	0.9955	1,109.86***
ν DF Student-t tail thickness	7.6284	6.60***

V-Lab

NY Harbor ULSD Heating Oil GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NY Harbor ULSD Heating Oil Analyses