V-Lab
Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:17.44% (+3.43%)
Analysis last updated: Monday, December 23, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1048 | 4.40 | |
| 0.0565 | 39.61 | |
| 0.9962 | 1115.61 | |
| 9 | 4.45 |
Estimation Period:
Feb 3, 2006 to Dec 20, 2024
Feb 3, 2006 to Dec 20, 2024
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