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	param	t-stat
$m$	86
$α$	0.0397	11.13
$β$	0.8871	176.36
$γ$	0.0383	9.05
$λ_{1}$	0.1332	2.65
$λ_{2}$	0.7287	3.89
$λ_{3}$	0.1775	0.79

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Invesco DB Commodity Index Tracking Fund MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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