Invesco DB Energy Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.72% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 15.47 | |
| 0.0773 | 22.91 | |
| 0.9134 | 265.92 |
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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