Invesco DB Commodity Index Tracking Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:24.20% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 14.56 | |
| 0.0544 | 11.59 | |
| 0.9275 | 342.88 | |
| 0.0183 | 2.69 |
Estimation Period:
Feb 3, 2006 to Feb 13, 2026
Feb 3, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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