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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0605	3.64***
α ARCH Response to squared shocks	0.0583	7.59***
β GARCH Volatility persistence	0.9341	117.04***

V-Lab

Invesco DB Agriculture Fund Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Agriculture Fund Analyses