Invesco Agriculture Commodity Strategy NO K-1 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.37% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1228 | 4.40 | |
| 0.1135 | 4.91 | |
| 0.7216 | 17.54 | |
| 0.1182 | 1.12 |
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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