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	param	t-stat
$ω$	5.8508	4.69
$α$	0.0771	41.93
$β$	0.9935	696.21
$ν$	7.2301	6.72

V-Lab

Invesco DB Oil Fund GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Oil Fund Analyses