Invesco DB Oil Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.48% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 10.33 | |
| 0.1037 | 30.23 | |
| 0.8772 | 273.36 | |
| 0.6124 | 15.03 |
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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