Invesco DB Energy Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.31% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 9.61 | |
| 0.0867 | 26.80 | |
| 0.8973 | 281.19 | |
| 0.4939 | 12.85 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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