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	param	t-stat
$ω$	0.0061	13.69
$α$	0.0623	18.27
$β$	0.9365	490.85
$γ$	-0.0098	-1.82

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Invesco DB Agriculture Fund GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Agriculture Fund Analyses