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{type} for {date}

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	param	t-stat
$ω$	0.9889	6.53
$α$	0.0664	6.37
$β$	0.9156	72.94
$γ_{1}$	-0.0393	-2.20
$γ_{2}$	0.0807	2.83
$γ_{3}$	-0.0900	-3.01

V-Lab

Invesco DB Commodity Index Tracking Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:22.69% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Commodity Index Tracking Fund Analyses