Invesco DB Commodity Index Tracking Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
22.79%
decreased by 0.53%
1 Week
22.79%
decreased by 0.53%
1 Month
22.79%
decreased by 0.53%
Analysis last updated: Friday, May 29, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0486 | 4.43 | |
| 0.0575 | 38.33 | |
| 0.9956 | 947.32 | |
| 8.5619 | 4.70 |
Estimation Period:
Feb 3, 2006 to May 29, 2026
Feb 3, 2006 to May 29, 2026
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