Invesco DB Agriculture Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:7.25% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0382 | 12.61 | |
| 0.7890 | 29.75 | |
| 0.0503 | 8.54 | |
| 0.0213 | 1.10 | |
| 0.1690 | 1.06 | |
| 0.8072 | 4.54 |
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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