Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.92% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0400 | 4.43 | |
| 0.0583 | 38.16 | |
| 0.9955 | 920.05 | |
| 8.4919 | 4.75 |
Estimation Period:
Feb 3, 2006 to Feb 6, 2026
Feb 3, 2006 to Feb 6, 2026
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