Invesco DB Energy Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:50.65% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 9.91 | |
| 0.0870 | 27.42 | |
| 0.8986 | 289.22 | |
| 0.4682 | 12.48 |
Estimation Period:
Jan 5, 2007 to Mar 13, 2026
Jan 5, 2007 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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