Invesco DB Agriculture Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
9.04%
decreased by 0.24%
1 Week
9.14%
decreased by 0.14%
1 Month
9.50%
increased by 0.22%
Analysis last updated: Wednesday, April 15, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0728 | 7.22 | |
| 0.0532 | 40.79 | |
| 0.9981 | 2,572.31 | |
| 10.0429 | 4.30 |
Estimation Period:
Jan 5, 2007 to Apr 10, 2026
Jan 5, 2007 to Apr 10, 2026
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