Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:22.75% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 14.99 | |
| 0.0527 | 8.44 | |
| 0.9132 | 244.62 | |
| 0.0448 | 5.05 |
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Jan 5, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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