Invesco DB Agriculture Fund AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.21%
decreased by 0.37%
1 Week
11.37%
decreased by 0.21%
1 Month
11.94%
increased by 0.36%
Analysis last updated: Friday, June 12, 2026 at 11:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 21.65 | |
| 0.0885 | 48.67 | |
| 0.8990 | 572.98 | |
| -0.0282 | -1.97 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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