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	param	t-stat
$m$	31
$α$	0.0394	13.12
$β$	0.7885	28.88
$γ$	0.0487	8.46
$λ_{1}$	0.0216	1.10
$λ_{2}$	0.1655	1.05
$λ_{3}$	0.8101	4.59

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Invesco DB Agriculture Fund MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Agriculture Fund Analyses