V-Lab
Invesco DB Agriculture Fund APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:13.05% (-0.41%)
Analysis last updated: Tuesday, November 5, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 12.66 | |
| 0.0604 | 25.34 | |
| 0.9373 | 467.03 | |
| -0.0258 | -1.84 | |
| 1.8421 | 21.90 |
Estimation Period:
Jan 5, 2007 to Nov 1, 2024
Jan 5, 2007 to Nov 1, 2024
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