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	param	t-stat
$ω$	0.0524	11.00
$α$	0.1040	31.03
$β$	0.8795	282.79
$γ$	0.5692	14.50

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Invesco DB Oil Fund AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Oil Fund Analyses