Invesco DB Agriculture Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.81% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 13.79 | |
| 0.0578 | 30.29 | |
| 0.9358 | 483.37 |
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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