V-Lab
Invesco DB Agriculture Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:13.38% (-0.39%)
Analysis last updated: Monday, November 4, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 12.71 | |
| 0.0613 | 17.03 | |
| 0.9360 | 479.77 | |
| -0.0059 | -1.05 |
Estimation Period:
Jan 5, 2007 to Nov 1, 2024
Jan 5, 2007 to Nov 1, 2024
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