NY Harbor ULSD Heating Oil EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
50.37%
increased by 1.13%
1 Week
49.93%
increased by 0.69%
1 Month
48.42%
decreased by 0.82%
Analysis last updated: Saturday, June 13, 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 | |
|---|---|---|
| 0.0355 | 19.38 | |
| 0.1991 | 29.56 | |
| 0.9807 | 983.64 | |
| -0.0108 | -1.94 |
Estimation Period:
Sep 4, 2000 to Jun 12, 2026
Sep 4, 2000 to Jun 12, 2026
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