V-Lab
Invesco DB Commodity Index Tracking Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.65% (-0.29%)
Analysis last updated: Friday, April 26, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 14.52 | |
| 0.0639 | 19.08 | |
| 0.9361 | 311.31 | |
| 0.1398 | 4.74 | |
| 1.5404 | 27.64 |
Estimation Period:
Feb 3, 2006 to Apr 26, 2024
Feb 3, 2006 to Apr 26, 2024
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