Invesco DB Energy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
44.12%
decreased by 1.73%
1 Week
43.95%
decreased by 1.90%
1 Month
43.33%
decreased by 2.52%
Analysis last updated: Friday, May 22, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1635 | 7.28 | |
| 0.0766 | 6.46 | |
| 0.9112 | 71.29 | |
| 0.0127 | 2.34 | |
| -0.0176 | -2.45 |
Estimation Period:
Jan 5, 2007 to May 22, 2026
Jan 5, 2007 to May 22, 2026
Other Invesco DB Energy Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs