Invesco Agriculture Commodity Strategy NO K-1 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.41% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8039 | 7.33 | |
| 0.0041 | 0.34 | |
| 0.6695 | 0.46 | |
| 1.4833 | 3.31 | |
| -2.8616 | -4.28 | |
| 1.9174 | 5.64 |
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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