Invesco DB Oil Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.66% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 14.37 | |
| 0.1733 | 19.63 | |
| 0.9758 | 742.60 | |
| -0.0624 | -9.16 |
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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