V-Lab
Invesco DB Energy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:32.52% (-1.34%)
Analysis last updated: Tuesday, November 5, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 14.18 | |
| 0.0508 | 7.90 | |
| 0.9105 | 243.01 | |
| 0.0569 | 6.23 |
Estimation Period:
Jan 5, 2007 to Nov 1, 2024
Jan 5, 2007 to Nov 1, 2024
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