Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:48.43% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 14.98 | |
| 0.0578 | 9.84 | |
| 0.9141 | 262.22 | |
| 0.0368 | 4.35 |
Estimation Period:
Jan 5, 2007 to Mar 13, 2026
Jan 5, 2007 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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