Invesco DB Energy Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.17% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5716 | 4.65 | |
| 0.0661 | 43.99 | |
| 0.9951 | 937.87 | |
| 7.1531 | 7.05 |
Estimation Period:
Jan 5, 2007 to Feb 13, 2026
Jan 5, 2007 to Feb 13, 2026
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