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	param	t-stat
$ω$	0.0143	14.56
$α$	0.0543	11.58
$β$	0.9275	343.27
$γ$	0.0184	2.71

V-Lab

Invesco DB Commodity Index Tracking Fund GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:23.25% (-0.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Commodity Index Tracking Fund Analyses