Invesco DB Agriculture Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.63% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 3.18 | |
| 0.1296 | 33.53 | |
| 0.9940 | 1,713.81 | |
| 0.0031 | 0.94 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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