Invesco DB Oil Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.08% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6601 | 4.70 | |
| 0.0769 | 41.05 | |
| 0.9933 | 667.96 | |
| 7.2540 | 6.55 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
Other Invesco DB Oil Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs