Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.76% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 13.25 | |
| 0.0567 | 5.80 | |
| 0.9011 | 146.57 | |
| 0.0223 | 1.69 |
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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