NY Harbor ULSD Heating Oil GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
53.33%
increased by 0.40%
1 Week
53.26%
increased by 0.33%
1 Month
52.97%
increased by 0.04%
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 | |
|---|---|---|
| 7.9244 | 4.73 | |
| 0.0672 | 47.32 | |
| 0.9954 | 1,065.73 | |
| 7.6473 | 6.48 |
Estimation Period:
Sep 4, 2000 to Jun 12, 2026
Sep 4, 2000 to Jun 12, 2026
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