Invesco DB Commodity Index Tracking Fund AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.55%
decreased by 0.38%
1 Week
20.55%
decreased by 0.38%
1 Month
20.54%
decreased by 0.39%
Analysis last updated: Friday, June 12, 2026 at 11:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 14.50 | |
| 0.0688 | 29.68 | |
| 0.9213 | 392.52 | |
| 0.1297 | 5.34 |
Estimation Period:
Feb 3, 2006 to Jun 12, 2026
Feb 3, 2006 to Jun 12, 2026
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