V-Lab
Invesco DB Agriculture Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:27.55% (+0.24%)
Analysis last updated: Tuesday, May 7, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0311 | 11.34 | |
| 0.8034 | 26.45 | |
| 0.0493 | 7.97 | |
| 0.0190 | 0.97 | |
| 0.1636 | 0.98 | |
| 0.8184 | 4.52 |
Estimation Period:
Jan 5, 2007 to May 3, 2024
Jan 5, 2007 to May 3, 2024
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