CBOE Energy ETF Volatility Index

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	param	t-stat
$m$	71
$α$	0.0508	10.14
$β$	0.8809	122.88
$γ$	0.0559	9.00
$λ_{1}$	0.0207	5.32
$λ_{2}$	0.0414	4.00
$λ_{3}$	0.9521	81.94

V-Lab

Invesco DB Energy Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:45.20% (-2.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Energy Fund Analyses