Invesco DB Oil Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:24.14% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9651 | 4.68 | |
| 0.0985 | 6.76 | |
| 0.8924 | 63.43 | |
| -0.0016 | -1.52 |
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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