Invesco DB Oil Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:23.60% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 18.03 | |
| 0.0536 | 8.86 | |
| 0.8951 | 238.76 | |
| 0.0736 | 8.19 |
Estimation Period:
Jan 5, 2007 to Dec 5, 2025
Jan 5, 2007 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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