Invesco DB Energy Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.45% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6432 | 4.68 | |
| 0.0663 | 44.30 | |
| 0.9952 | 964.30 | |
| 7.1645 | 7.11 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
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