CBOE Energy ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0374	7.47
$β$	0.8695	156.86
$γ$	0.1021	13.90
$λ_{1}$	0.0206	6.50
$λ_{2}$	0.0362	5.60
$λ_{3}$	0.9585	130.50

V-Lab

Invesco DB Oil Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:31.64% (-1.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Oil Fund Analyses