V-Lab
Invesco DB Commodity Index Tracking Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:19.40% (-0.57%)
Analysis last updated: Tuesday, November 5, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 7.86 | |
| 0.1441 | 21.13 | |
| 0.9857 | 1089.19 | |
| -0.0267 | -4.83 |
Estimation Period:
Feb 3, 2006 to Nov 1, 2024
Feb 3, 2006 to Nov 1, 2024
News Impact Curve
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