Invesco DB Commodity Index Tracking Fund APARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
24.88%
decreased by 0.03%
1 Week
24.81%
decreased by 0.10%
1 Month
24.53%
decreased by 0.38%
Analysis last updated: Monday, April 13, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 15.69 | |
| 0.0718 | 23.25 | |
| 0.9277 | 321.80 | |
| 0.1021 | 4.31 | |
| 1.5320 | 27.86 |
Estimation Period:
Feb 3, 2006 to Apr 10, 2026
Feb 3, 2006 to Apr 10, 2026
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