Invesco DB Commodity Index Tracking Fund EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.42%
increased by 0.04%
1 Week
22.35%
decreased by 0.03%
1 Month
22.09%
decreased by 0.29%
Analysis last updated: Friday, June 12, 2026 at 11:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 9.63 | |
| 0.1462 | 23.76 | |
| 0.9846 | 1,039.74 | |
| -0.0204 | -3.88 |
Estimation Period:
Feb 3, 2006 to Jun 12, 2026
Feb 3, 2006 to Jun 12, 2026
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