Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:27.07% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0716 | 4.44 | |
| 0.0581 | 38.52 | |
| 0.9956 | 956.41 | |
| 8.5114 | 4.78 |
Estimation Period:
Feb 3, 2006 to Mar 13, 2026
Feb 3, 2006 to Mar 13, 2026
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