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	param	t-stat
$ω$	2.0431	7.20
$α$	0.0542	39.91
$β$	0.9979	2,410.34
$ν$	10.1970	4.18

V-Lab

Invesco DB Agriculture Fund GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Agriculture Fund Analyses