Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.14% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9471 | 4.37 | |
| 0.0567 | 38.37 | |
| 0.9955 | 900.93 | |
| 8.4620 | 4.65 |
Estimation Period:
Feb 3, 2006 to Dec 12, 2025
Feb 3, 2006 to Dec 12, 2025
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