Invesco DB Agriculture Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.98% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0396 | 13.11 | |
| 0.7913 | 29.53 | |
| 0.0492 | 8.32 | |
| 0.0193 | 1.14 | |
| 0.1512 | 1.09 | |
| 0.8273 | 5.34 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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