Invesco DB Energy Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:22.73% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 8.83 | |
| 0.0866 | 26.75 | |
| 0.8962 | 277.88 | |
| 0.5354 | 14.04 |
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Jan 5, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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