V-Lab
V-Lab
Invesco DB Oil Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:43.36% (-1.15%)
Analysis last updated: Thursday, May 8, 2025 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco DB Oil Fund GJR-GARCH
paramt-stat
ω0.062717.34
α0.05078.06
β0.8941226.36
γ0.08228.99
Estimation Period:
Jan 5, 2007 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts