Invesco DB Energy Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:21.77% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4762 | 4.59 | |
| 0.0661 | 43.98 | |
| 0.9950 | 903.71 | |
| 7.1358 | 6.88 |
Estimation Period:
Jan 5, 2007 to Dec 5, 2025
Jan 5, 2007 to Dec 5, 2025
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