Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.46% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 15.16 | |
| 0.0548 | 8.87 | |
| 0.9137 | 249.91 | |
| 0.0406 | 4.65 |
Estimation Period:
Jan 5, 2007 to Feb 13, 2026
Jan 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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