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	param	t-stat
$m$	71
$α$	0.0524	11.17
$β$	0.8844	127.62
$γ$	0.0513	8.73
$λ_{1}$	0.0203	5.57
$λ_{2}$	0.0403	4.02
$λ_{3}$	0.9535	85.02

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Invesco DB Energy Fund MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Energy Fund Analyses