Invesco DB Energy Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
46.82%
decreased by 2.13%
1 Week
46.73%
decreased by 2.22%
1 Month
46.40%
decreased by 2.55%
Analysis last updated: Friday, May 22, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0530 | 4.85 | |
| 0.0669 | 46.24 | |
| 0.9956 | 1,131.40 | |
| 7.1797 | 7.57 |
Estimation Period:
Jan 5, 2007 to May 22, 2026
Jan 5, 2007 to May 22, 2026
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