Invesco DB Agriculture Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:7.32% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 3.14 | |
| 0.1306 | 33.84 | |
| 0.9940 | 1,710.92 | |
| 0.0031 | 0.92 |
Estimation Period:
Jan 5, 2007 to Feb 13, 2026
Jan 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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