Invesco DB Energy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:22.98% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8879 | 4.78 | |
| 0.0780 | 6.50 | |
| 0.9134 | 74.67 | |
| -0.0016 | -1.33 |
Estimation Period:
Jan 5, 2007 to Nov 7, 2025
Jan 5, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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