NY Harbor ULSD Heating Oil Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
41.85%
increased by 0.26%
1 Week
41.88%
increased by 0.29%
1 Month
41.97%
increased by 0.38%
Analysis last updated: Saturday, June 27, 2026 at 04:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2296 | 7.04 | |
| 0.0991 | 7.12 | |
| 0.8735 | 59.91 | |
| -0.0124 | -1.99 | |
| 0.0279 | 3.05 | |
| -0.0221 | -4.36 |
Estimation Period:
Sep 4, 2000 to Jun 26, 2026
Sep 4, 2000 to Jun 26, 2026
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