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	param	t-stat
$ω$	0.0064	14.14
$α$	0.0632	18.41
$β$	0.9358	489.19
$γ$	-0.0105	-1.97

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Invesco DB Agriculture Fund GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Agriculture Fund Analyses