V-Lab
Invesco DB Agriculture Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:16.87% (+0.35%)
Analysis last updated: Wednesday, April 17, 2024 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 12.09 | |
| 0.0584 | 16.79 | |
| 0.9390 | 494.48 | |
| -0.0057 | -1.03 |
Estimation Period:
Jan 5, 2007 to Apr 12, 2024
Jan 5, 2007 to Apr 12, 2024
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