Invesco DB Agriculture Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.12% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 13.66 | |
| 0.0585 | 30.69 | |
| 0.9352 | 483.05 |
Estimation Period:
Jan 5, 2007 to Feb 20, 2026
Jan 5, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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