Invesco DB Energy Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.86% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 9.54 | |
| 0.0863 | 26.83 | |
| 0.8976 | 282.54 | |
| 0.4965 | 12.88 |
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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