Invesco DB Energy Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:24.00% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0385 | 6.09 | |
| 0.0776 | 6.31 | |
| 0.9115 | 71.65 | |
| 0.0029 | 0.92 |
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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