Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.69% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3803 | 5.62 | |
| 0.0740 | 3.42 | |
| 0.8561 | 23.51 | |
| 0.0531 | 0.71 | |
| 0.0439 | 0.39 | |
| -0.2221 | -2.80 | |
| 0.1798 | 3.15 |
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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