Invesco DB Agriculture Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.28% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 21.11 | |
| 0.0882 | 47.94 | |
| 0.8992 | 570.91 | |
| -0.0190 | -1.27 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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