V-Lab: Invesco DB Oil Fund GAS-GARCH Student T Volatility Analysis

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V-Lab

Invesco DB Oil Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 6th, 2024:38.18% (-2.05%)

Analysis last updated: Tuesday, November 5, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.9485	4.49
$α$	0.0787	41.76
$β$	0.9939	712.46
$ν$	7	6.41

Estimation Period:
Jan 5, 2007 to Nov 1, 2024