Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
44.74%
decreased by 1.72%
1 Week
44.52%
decreased by 1.94%
1 Month
43.71%
decreased by 2.75%
Analysis last updated: Friday, May 22, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 14.90 | |
| 0.0587 | 10.35 | |
| 0.9150 | 270.78 | |
| 0.0341 | 4.13 |
Estimation Period:
Jan 5, 2007 to May 22, 2026
Jan 5, 2007 to May 22, 2026
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