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{type} for {date}

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	param	t-stat
$m$	86
$α$	0.0387	9.78
$β$	0.8784	162.60
$γ$	0.0444	9.41
$λ_{1}$	0.1329	2.55
$λ_{2}$	0.7219	3.80
$λ_{3}$	0.1803	0.79

V-Lab

Invesco DB Commodity Index Tracking Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:21.49% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Commodity Index Tracking Fund Analyses