V-Lab
Invesco DB Commodity Index Tracking Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:30.16% (+16.18%)
Analysis last updated: Monday, December 23, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0300 | 7.52 | |
| 0.8901 | 170.12 | |
| 0.0524 | 11.43 | |
| 0.0969 | 4.27 | |
| 0.6118 | 8.96 | |
| 0.3159 | 3.75 |
Estimation Period:
Feb 3, 2006 to Dec 20, 2024
Feb 3, 2006 to Dec 20, 2024
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