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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0552	4.46***
α ARCH Response to squared shocks	0.0571	38.56***
β GARCH Volatility persistence	0.9957	963.88***
ν DF Student-t tail thickness	8.6474	4.70***

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Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Commodity Index Tracking Fund Analyses