Invesco DB Oil Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:24.30% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5382 | 4.67 | |
| 0.0770 | 40.85 | |
| 0.9931 | 644.86 | |
| 7.1936 | 6.52 |
Estimation Period:
Jan 5, 2007 to Dec 5, 2025
Jan 5, 2007 to Dec 5, 2025
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