NY Harbor ULSD Heating Oil MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
42.12%
decreased by 0.87%
1 Week
42.83%
decreased by 0.16%
1 Month
44.77%
increased by 1.78%
Analysis last updated: Wednesday, June 24, 2026 at 05:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1085 | 20.67 | |
| 0.8270 | 112.65 | |
| 0.0062 | 1.03 | |
| 0.0211 | 6.49 | |
| 0.0275 | 6.48 | |
| 0.9688 | 206.43 |
Estimation Period:
Sep 4, 2000 to Jun 19, 2026
Sep 4, 2000 to Jun 19, 2026
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