Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
20.00%
decreased by 0.04%
1 Week
20.02%
decreased by 0.02%
1 Month
20.12%
increased by 0.08%
Analysis last updated: Tuesday, June 23, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0213 | 4.43 | |
| 0.0575 | 38.09 | |
| 0.9955 | 920.09 | |
| 8.6018 | 4.63 |
Estimation Period:
Feb 3, 2006 to Jun 18, 2026
Feb 3, 2006 to Jun 18, 2026
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