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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.1104	20.73***
β GARCH Volatility persistence	0.8188	104.49***
γ leverage Additional response to negative shocks	0.0047	0.78
λ₁ tau intercept Baseline long-term coefficient	0.0215	5.86***
λ₂ forecast adj. Forecast performance sensitivity	0.0294	6.68***
λ₃ tau persistence Long-term factor persistence	0.9669	198.58***

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NY Harbor ULSD Heating Oil MF2-GARCH Volatility Analysis

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