NY Harbor ULSD Heating Oil Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
51.50%
decreased by 1.38%
1 Week
51.38%
decreased by 1.50%
1 Month
50.95%
decreased by 1.93%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5669 | 9.57 | |
| 0.0977 | 7.34 | |
| 0.8788 | 63.96 | |
| 0.0052 | 4.94 |
Estimation Period:
Sep 4, 2000 to Jun 5, 2026
Sep 4, 2000 to Jun 5, 2026
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