Invesco DB Energy Fund AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
39.42%
decreased by 1.16%
1 Week
39.22%
decreased by 1.36%
1 Month
38.49%
decreased by 2.09%
Analysis last updated: Tuesday, June 16, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 10.03 | |
| 0.0864 | 27.90 | |
| 0.8999 | 296.81 | |
| 0.4565 | 12.31 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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