Invesco DB Oil Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:31.36% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6588 | 4.69 | |
| 0.0765 | 41.13 | |
| 0.9933 | 670.69 | |
| 7.2411 | 6.57 |
Estimation Period:
Jan 5, 2007 to Feb 20, 2026
Jan 5, 2007 to Feb 20, 2026
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