V-Lab: Invesco DB Energy Fund MF2-GARCH Volatility Analysis

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Invesco DB Energy Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:23.31% (-0.97%)

Analysis last updated: Thursday, November 13, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0427	7.47
$β$	0.8745	118.70
$γ$	0.0700	9.99
$λ_{1}$	0.0212	5.00
$λ_{2}$	0.0453	4.08
$λ_{3}$	0.9472	75.39

Estimation Period:
Jan 5, 2007 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts