V-Lab
Invesco DB Agriculture Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:15.88% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2011 | 7.26 | |
| 0.0527 | 40.08 | |
| 0.9981 | 2,476.72 | |
| 10.5529 | 3.57 |
Estimation Period:
Jan 5, 2007 to May 2, 2025
Jan 5, 2007 to May 2, 2025
Other Invesco DB Agriculture Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs