V-Lab: Invesco DB Energy Fund GAS-GARCH Student T Volatility Analysis

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V-Lab

Invesco DB Energy Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 6th, 2024:33.49% (-1.50%)

Analysis last updated: Tuesday, November 5, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0600	4.82
$α$	0.0678	47.04
$β$	0.9959	1198.43
$ν$	7	6.79

Estimation Period:
Jan 5, 2007 to Nov 1, 2024