Invesco DB Agriculture Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.95% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0932 | 7.24 | |
| 0.0530 | 40.76 | |
| 0.9981 | 2,533.24 | |
| 10.0505 | 4.17 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
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