Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.35% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 15.13 | |
| 0.0547 | 8.85 | |
| 0.9138 | 250.57 | |
| 0.0409 | 4.68 |
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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