Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.42% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0329 | 4.43 | |
| 0.0581 | 38.10 | |
| 0.9955 | 920.06 | |
| 8.5041 | 4.73 |
Estimation Period:
Feb 3, 2006 to Feb 20, 2026
Feb 3, 2006 to Feb 20, 2026
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