Invesco DB Agriculture Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.57% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1490 | 7.19 | |
| 0.0535 | 40.62 | |
| 0.9982 | 2,613.03 | |
| 10.0476 | 4.26 |
Estimation Period:
Jan 5, 2007 to Feb 20, 2026
Jan 5, 2007 to Feb 20, 2026
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