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{type} for {date}

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	param	t-stat
$m$	86
$α$	0.0390	9.83
$β$	0.8779	162.28
$γ$	0.0445	9.41
$λ_{1}$	0.1328	2.56
$λ_{2}$	0.7210	3.81
$λ_{3}$	0.1814	0.80

V-Lab

Invesco DB Commodity Index Tracking Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.19% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB Commodity Index Tracking Fund Analyses