Invesco DB Agriculture Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.06% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5107 | 6.67 | |
| 0.0619 | 7.24 | |
| 0.9212 | 91.04 | |
| 0.0091 | 3.52 |
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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