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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2294	6.99***
α ARCH Response to squared shocks	0.0982	7.16***
β GARCH Volatility persistence	0.8752	60.90***

γ₁	-0.0124	-1.99**
γ₂	0.0281	3.07***
γ₃	-0.0224	-4.41***

V-Lab

NY Harbor ULSD Heating Oil Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NY Harbor ULSD Heating Oil Analyses