Invesco DB Commodity Index Tracking Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.98% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0351 | 8.75 | |
| 0.8800 | 159.59 | |
| 0.0472 | 9.98 | |
| 0.1218 | 2.94 | |
| 0.6897 | 4.88 | |
| 0.2163 | 1.25 |
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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