Invesco DB Energy Fund EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
42.96%
increased by 0.90%
1 Week
42.45%
increased by 0.39%
1 Month
40.71%
decreased by 1.35%
Analysis last updated: Friday, June 12, 2026 at 11:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 13.09 | |
| 0.1610 | 19.77 | |
| 0.9826 | 853.67 | |
| -0.0355 | -5.47 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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