Invesco DB Energy Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.81% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0460 | 6.16 | |
| 0.0772 | 6.35 | |
| 0.9119 | 72.73 | |
| 0.0033 | 1.11 |
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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