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	param	t-stat
$ω$	1.4465	6.13
$α$	0.0618	7.42
$β$	0.9237	98.01
$γ_{1}$	0.0076	3.12

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Invesco DB Agriculture Fund Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Agriculture Fund Analyses