Invesco DB Agriculture Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:8.41% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0832 | 7.22 | |
| 0.0535 | 40.38 | |
| 0.9981 | 2,539.57 | |
| 10.0098 | 4.32 |
Estimation Period:
Jan 5, 2007 to Mar 6, 2026
Jan 5, 2007 to Mar 6, 2026
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