Invesco DB Agriculture Fund EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.60%
decreased by 0.36%
1 Week
11.66%
decreased by 0.30%
1 Month
11.89%
decreased by 0.07%
Analysis last updated: Friday, June 12, 2026 at 11:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 3.14 | |
| 0.1301 | 34.33 | |
| 0.9938 | 1,752.68 | |
| 0.0050 | 1.51 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
Other Invesco DB Agriculture Fund Analyses
Other EGARCH Analyses on ETFs