V-Lab
Invesco DB Agriculture Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:21.18% (+7.78%)
Analysis last updated: Monday, December 23, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 12.69 | |
| 0.0604 | 16.96 | |
| 0.9366 | 483.26 | |
| -0.0054 | -0.96 |
Estimation Period:
Jan 5, 2007 to Dec 20, 2024
Jan 5, 2007 to Dec 20, 2024
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