Invesco DB Energy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.22% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1730 | 7.47 | |
| 0.0771 | 6.29 | |
| 0.9097 | 68.62 | |
| 0.0129 | 2.34 | |
| -0.0176 | -2.44 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco DB Energy Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs