Invesco DB Agriculture Fund GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:8.18% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 13.70 | |
| 0.0583 | 30.53 | |
| 0.9353 | 482.63 |
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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