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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0202	6.27***
α ARCH Response to squared shocks	0.1515	33.09***
β GARCH Volatility persistence	0.8371	247.21***

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Invesco DB Commodity Index Tracking Fund MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Commodity Index Tracking Fund Analyses