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	param	t-stat
$ω$	0.0143	14.57
$α$	0.0546	11.62
$β$	0.9272	341.37
$γ$	0.0184	2.71

V-Lab

Invesco DB Commodity Index Tracking Fund GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.98% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Commodity Index Tracking Fund Analyses