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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0074	9.82***
α ARCH Response to squared shocks	0.1462	24.07***
β GARCH Volatility persistence	0.9847	1,046.42***
γ leverage Additional response to negative shocks	-0.0196	-3.80***

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Invesco DB Commodity Index Tracking Fund EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Commodity Index Tracking Fund Analyses