Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
25.96%
decreased by 0.79%
1 Week
25.94%
decreased by 0.81%
1 Month
25.84%
decreased by 0.91%
Analysis last updated: Friday, April 10, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0708 | 4.44 | |
| 0.0579 | 38.44 | |
| 0.9956 | 958.27 | |
| 8.5195 | 4.78 |
Estimation Period:
Feb 3, 2006 to Apr 10, 2026
Feb 3, 2006 to Apr 10, 2026
Other Invesco DB Commodity Index Tracking Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs