Invesco DB Agriculture Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.62%
decreased by 0.35%
1 Week
12.66%
decreased by 0.31%
1 Month
12.78%
decreased by 0.19%
Analysis last updated: Tuesday, June 9, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0759 | 3.72 | |
| 0.0591 | 7.57 | |
| 0.9331 | 115.16 | |
| 0.0008 | 0.61 |
Estimation Period:
Jan 5, 2007 to Jun 5, 2026
Jan 5, 2007 to Jun 5, 2026
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