Invesco DB Commodity Index Tracking Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.99% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 15.08 | |
| 0.0645 | 25.63 | |
| 0.9270 | 348.24 |
Estimation Period:
Feb 3, 2006 to Feb 20, 2026
Feb 3, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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