Invesco DB Commodity Index Tracking Fund GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
19.21%
decreased by 0.07%
1 Week
19.22%
decreased by 0.06%
1 Month
19.28%
increased by 0.00%
Analysis last updated: Tuesday, June 23, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 14.56 | |
| 0.0546 | 11.95 | |
| 0.9286 | 352.56 | |
| 0.0162 | 2.43 |
Estimation Period:
Feb 3, 2006 to Jun 18, 2026
Feb 3, 2006 to Jun 18, 2026
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