V-Lab
Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:19.88% (-0.52%)
Analysis last updated: Tuesday, November 5, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1727 | 4.47 | |
| 0.0560 | 40.04 | |
| 0.9964 | 1207.78 | |
| 9 | 4.56 |
Estimation Period:
Feb 3, 2006 to Nov 1, 2024
Feb 3, 2006 to Nov 1, 2024
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