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	param	t-stat
$ω$	1.0503	6.14
$α$	0.0771	6.49
$β$	0.9124	74.51
$γ_{1}$	0.0037	1.25

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Invesco DB Energy Fund Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Energy Fund Analyses