Invesco DB Agriculture Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:9.03% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 13.60 | |
| 0.0626 | 18.14 | |
| 0.9362 | 485.81 | |
| -0.0099 | -1.82 |
Estimation Period:
Jan 5, 2007 to Mar 6, 2026
Jan 5, 2007 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco DB Agriculture Fund Analyses
Other GJR-GARCH Analyses on ETFs