Note: This is currently a preliminary answer - perhaps more to come depending on what the OP wants.
Going by the results from the 2020/2021 NHL season (until 7th May) there have been a total of 67 games where the game was 1-0 to either team at the end of the second period.
Of these, there were 6 games where that 1-0 deficit was overturned by the other team in regulation, giving an 8.96% overturn rate - or a roughly 1 in 11 chance.
So, statistically, the team trailing 1-0 at that point are significantly less likely to win1.
These games were:
- Obviously, as this data is coming from the middle of the 2020/21 season of the NHL, this is just a subset of all possible Ice Hockey games - so the real value is likely to be something different.
I must give credit to this site which listed out all of the games, plus their period by period scores, in which I scraped together the information into a spreadsheet...