Invesco DB Agriculture Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.74% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 13.58 | |
| 0.0616 | 17.59 | |
| 0.9369 | 488.22 | |
| -0.0093 | -1.70 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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