Invesco DB Energy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:21.25% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8865 | 4.80 | |
| 0.0776 | 6.50 | |
| 0.9137 | 74.99 | |
| -0.0016 | -1.34 |
Estimation Period:
Jan 5, 2007 to Dec 5, 2025
Jan 5, 2007 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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