Invesco DB Agriculture Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.66% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0730 | 3.64 | |
| 0.0578 | 7.37 | |
| 0.9345 | 114.79 | |
| 0.0009 | 0.62 |
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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