Invesco DB Agriculture Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.11% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 13.43 | |
| 0.0624 | 17.98 | |
| 0.9363 | 487.42 | |
| -0.0096 | -1.76 |
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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