Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
52.41%
decreased by 1.15%
1 Week
52.09%
decreased by 1.47%
1 Month
50.87%
decreased by 2.69%
Analysis last updated: Monday, April 13, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 14.94 | |
| 0.0591 | 10.34 | |
| 0.9141 | 268.06 | |
| 0.0349 | 4.19 |
Estimation Period:
Jan 5, 2007 to Apr 10, 2026
Jan 5, 2007 to Apr 10, 2026
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