CBOE Energy ETF Volatility Index

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	param	t-stat
$m$	71
$α$	0.0465	8.43
$β$	0.8771	120.42
$γ$	0.0633	9.37
$λ_{1}$	0.0202	5.21
$λ_{2}$	0.0415	4.13
$λ_{3}$	0.9517	83.81

V-Lab

Invesco DB Energy Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.97% (-1.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Energy Fund Analyses