Invesco DB Energy Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.35% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 11.62 | |
| 0.1555 | 16.59 | |
| 0.9814 | 798.54 | |
| -0.0427 | -5.80 |
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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