Invesco DB Energy Fund GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
40.39%
increased by 0.94%
1 Week
40.27%
increased by 0.82%
1 Month
39.80%
increased by 0.35%
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 | 15.40 | |
| 0.0769 | 23.72 | |
| 0.9147 | 278.45 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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