Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.07%
increased by 0.13%
1 Week
23.07%
increased by 0.13%
1 Month
23.06%
increased by 0.12%
Analysis last updated: Tuesday, June 9, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0569 | 4.43 | |
| 0.0574 | 38.45 | |
| 0.9957 | 957.37 | |
| 8.5810 | 4.70 |
Estimation Period:
Feb 3, 2006 to Jun 5, 2026
Feb 3, 2006 to Jun 5, 2026
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