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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0069	17.39***
α ARCH Response to squared shocks	0.1209	27.67***
β GARCH Volatility persistence	0.8781	326.20***
γ leverage Additional response to negative shocks	-0.0107	-1.66*

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Invesco DB Agriculture Fund Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Agriculture Fund Analyses