V-Lab: Invesco DB Oil Fund MF2-GARCH Volatility Analysis

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Invesco DB Oil Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:24.18% (-0.77%)

Analysis last updated: Saturday, December 6, 2025 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0360	7.04
$β$	0.8688	156.01
$γ$	0.1044	14.01
$λ_{1}$	0.0210	6.47
$λ_{2}$	0.0368	5.59
$λ_{3}$	0.9576	127.37

Estimation Period:
Jan 5, 2007 to Dec 5, 2025

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Volatility Forecasts

Volatility Forecasts