Invesco DB Oil Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.22% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 10.43 | |
| 0.1041 | 30.20 | |
| 0.8768 | 272.03 | |
| 0.6102 | 15.01 |
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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