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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0135	14.97***
α ARCH Response to squared shocks	0.0634	26.01***
β GARCH Volatility persistence	0.9287	361.52***

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Invesco DB Commodity Index Tracking Fund GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Commodity Index Tracking Fund Analyses