Invesco DB Commodity Index Tracking Fund AGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
23.36%
increased by 1.01%
1 Week
23.31%
increased by 0.96%
1 Month
23.11%
increased by 0.76%
Analysis last updated: Friday, April 17, 2026 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 14.45 | |
| 0.0694 | 29.73 | |
| 0.9206 | 390.09 | |
| 0.1314 | 5.42 |
Estimation Period:
Feb 3, 2006 to Apr 17, 2026
Feb 3, 2006 to Apr 17, 2026
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