Invesco DB Energy Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.38% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 11.69 | |
| 0.1562 | 16.65 | |
| 0.9813 | 796.52 | |
| -0.0426 | -5.79 |
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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