Invesco Agriculture Commodity Strategy NO K-1 ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.83% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0069 | -0.12 | |
| -0.0462 | -0.78 | |
| 0.9977 | 99,769.20 | |
| 0.0936 | 0.58 |
Estimation Period:
Aug 24, 2022 to Feb 6, 2026
Aug 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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