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	param	t-stat
$m$	86
$α$	0.0401	11.25
$β$	0.8873	176.68
$γ$	0.0376	8.92
$λ_{1}$	0.1325	2.77
$λ_{2}$	0.7185	4.12
$λ_{3}$	0.1873	0.90

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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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