Invesco DB Oil Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.18% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 18.10 | |
| 0.0544 | 9.14 | |
| 0.8956 | 243.29 | |
| 0.0720 | 8.10 |
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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