Invesco DB Oil Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.29% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0506 | 5.40 | |
| 0.0971 | 6.53 | |
| 0.8919 | 62.11 | |
| 0.0016 | 0.50 |
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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