Invesco DB Energy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:54.20% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1756 | 7.31 | |
| 0.0772 | 6.41 | |
| 0.9103 | 70.09 | |
| 0.0130 | 2.34 | |
| -0.0178 | -2.45 |
Estimation Period:
Jan 5, 2007 to Mar 13, 2026
Jan 5, 2007 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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