V-Lab
V-Lab
Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:28.66% (+0.11%)
Analysis last updated: Thursday, May 8, 2025 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Energy Fund GJR-GARCH
paramt-stat
ω0.038014.41
α0.04937.78
β0.9136237.00
γ0.05125.72
Estimation Period:
Jan 5, 2007 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts