Invesco DB Oil Fund EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
53.41%
increased by 3.90%
1 Week
52.28%
increased by 2.77%
1 Month
48.67%
decreased by 0.84%
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 | |
|---|---|---|
| 0.0338 | 15.37 | |
| 0.1796 | 22.82 | |
| 0.9770 | 774.15 | |
| -0.0544 | -8.78 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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