Invesco DB Agriculture Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
9.04%
decreased by 0.19%
1 Week
9.14%
decreased by 0.09%
1 Month
9.53%
increased by 0.30%
Analysis last updated: Wednesday, April 15, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0865 | 3.80 | |
| 0.0583 | 7.50 | |
| 0.9338 | 115.36 | |
| 0.0010 | 0.71 |
Estimation Period:
Jan 5, 2007 to Apr 10, 2026
Jan 5, 2007 to Apr 10, 2026
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