Invesco DB Oil Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.53% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9584 | 4.63 | |
| 0.0980 | 6.84 | |
| 0.8932 | 64.46 | |
| -0.0017 | -1.63 |
Estimation Period:
Jan 5, 2007 to Feb 20, 2026
Jan 5, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Invesco DB Oil Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs