V-Lab
Invesco DB Commodity Index Tracking Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:19.17% (-0.48%)
Analysis last updated: Tuesday, November 5, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 13.95 | |
| 0.0491 | 10.64 | |
| 0.9324 | 351.45 | |
| 0.0233 | 3.57 |
Estimation Period:
Feb 3, 2006 to Nov 1, 2024
Feb 3, 2006 to Nov 1, 2024
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