Invesco DB Oil Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.94% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0563 | 17.29 | |
| 0.0972 | 25.86 | |
| 0.8932 | 250.25 |
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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