Invesco DB Agriculture Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.98% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0913 | 3.76 | |
| 0.0586 | 7.47 | |
| 0.9336 | 114.51 | |
| 0.0010 | 0.72 |
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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