Invesco DB Energy Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:52.33% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0169 | 4.84 | |
| 0.0670 | 46.15 | |
| 0.9956 | 1,117.37 | |
| 7.1233 | 7.61 |
Estimation Period:
Jan 5, 2007 to Mar 13, 2026
Jan 5, 2007 to Mar 13, 2026
Other Invesco DB Energy Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs