V-Lab
Invesco DB Oil Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:37.31% (-1.82%)
Analysis last updated: Tuesday, November 5, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 16.25 | |
| 0.0987 | 24.97 | |
| 0.8932 | 241.26 |
Estimation Period:
Jan 5, 2007 to Nov 1, 2024
Jan 5, 2007 to Nov 1, 2024
News Impact Curve
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