Invesco DB Agriculture Fund GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.77%
decreased by 0.30%
1 Week
11.84%
decreased by 0.23%
1 Month
12.08%
increased by 0.01%
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 | |
|---|---|---|
| 0.0067 | 14.34 | |
| 0.0588 | 31.04 | |
| 0.9346 | 483.77 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
Other Invesco DB Agriculture Fund Analyses
Other GARCH Analyses on ETFs