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 Tuesday, December 24th, 2024:28.04% (+5.37%)

Analysis last updated: Monday, December 23, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6978	4.46
$α$	0.0788	40.62
$β$	0.9935	660.58
$ν$	7	6.20

Estimation Period:
Jan 5, 2007 to Dec 20, 2024