Invesco DB Agriculture Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.51% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4807 | 6.35 | |
| 0.0621 | 7.30 | |
| 0.9221 | 92.79 | |
| 0.0083 | 3.14 |
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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