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 Monday, December 8th, 2025:20.80% (-0.50%)

Analysis last updated: Saturday, December 6, 2025 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0427	7.50
$β$	0.8753	118.49
$γ$	0.0690	9.88
$λ_{1}$	0.0208	5.01
$λ_{2}$	0.0445	4.09
$λ_{3}$	0.9481	76.87

Estimation Period:
Jan 5, 2007 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts