Invesco DB Energy Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:21.93% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 11.23 | |
| 0.1570 | 16.17 | |
| 0.9808 | 774.76 | |
| -0.0454 | -6.02 |
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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