Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:20.72% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 15.01 | |
| 0.0526 | 8.46 | |
| 0.9137 | 246.14 | |
| 0.0440 | 4.98 |
Estimation Period:
Jan 5, 2007 to Dec 5, 2025
Jan 5, 2007 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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