Invesco DB Commodity Index Tracking Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.80% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 14.11 | |
| 0.0512 | 11.06 | |
| 0.9300 | 348.06 | |
| 0.0199 | 2.98 |
Estimation Period:
Feb 3, 2006 to Dec 12, 2025
Feb 3, 2006 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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