Invesco Agriculture Commodity Strategy NO K-1 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.53% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0523 | 5.30 | |
| 0.9732 | 208.71 | |
| -0.0523 | -3.70 | |
| 4.1787 | 0.03 | |
| 0.0000 | 0.00 | |
| 0.5833 | 0.04 |
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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