Invesco DB Oil Fund GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
41.36%
increased by 0.60%
1 Week
41.32%
increased by 0.56%
1 Month
41.20%
increased by 0.44%
Analysis last updated: Friday, June 12, 2026 at 11:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0548 | 17.24 | |
| 0.0967 | 26.32 | |
| 0.8944 | 257.38 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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