Invesco DB Energy Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:22.14% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4839 | 4.57 | |
| 0.0663 | 44.24 | |
| 0.9950 | 903.72 | |
| 7.0855 | 7.00 |
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Jan 5, 2007 to Nov 7, 2025
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