V-Lab
V-Lab
Invesco DB Agriculture Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:16.12% (-0.48%)
Analysis last updated: Thursday, May 8, 2025 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Agriculture Fund GJR-GARCH
paramt-stat
ω0.006213.06
α0.061817.15
β0.9359485.19
γ-0.0067-1.18
Estimation Period:
Jan 5, 2007 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts