Invesco DB Oil Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.33% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 14.36 | |
| 0.1730 | 19.61 | |
| 0.9758 | 743.19 | |
| -0.0623 | -9.15 |
Estimation Period:
Jan 5, 2007 to Feb 13, 2026
Jan 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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