Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.34% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 15.15 | |
| 0.0550 | 8.89 | |
| 0.9134 | 249.64 | |
| 0.0410 | 4.67 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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