Invesco DB Commodity Index Tracking Fund GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
21.92%
decreased by 0.47%
1 Week
21.90%
decreased by 0.49%
1 Month
21.79%
decreased by 0.60%
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 | |
|---|---|---|
| 0.0137 | 14.46 | |
| 0.0544 | 11.92 | |
| 0.9288 | 353.17 | |
| 0.0165 | 2.48 |
Estimation Period:
Feb 3, 2006 to May 29, 2026
Feb 3, 2006 to May 29, 2026
Other Invesco DB Commodity Index Tracking Fund Analyses
Other GJR-GARCH Analyses on ETFs