Invesco DB Energy Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
43.75%
increased by 0.15%
1 Week
43.69%
increased by 0.09%
1 Month
43.43%
decreased by 0.17%
Analysis last updated: Friday, June 12, 2026 at 11:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0147 | 4.83 | |
| 0.0670 | 46.21 | |
| 0.9956 | 1,109.91 | |
| 7.2221 | 7.46 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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