Invesco DB Energy Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.81% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0488 | 6.15 | |
| 0.0776 | 6.36 | |
| 0.9114 | 72.42 | |
| 0.0033 | 1.11 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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