Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.10% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 8.05 | |
| 0.1564 | 12.65 | |
| 0.9635 | 347.70 | |
| -0.0302 | -2.74 |
Estimation Period:
Nov 7, 2014 to Feb 6, 2026
Nov 7, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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