CBOE Energy ETF Volatility Index

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	param	t-stat
$m$	71
$α$	0.0379	7.56
$β$	0.8689	156.22
$γ$	0.1019	13.88
$λ_{1}$	0.0207	6.51
$λ_{2}$	0.0361	5.60
$λ_{3}$	0.9585	130.39

V-Lab

Invesco DB Oil Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.45% (-1.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Oil Fund Analyses