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	param	t-stat
$m$	86
$α$	0.0404	11.19
$β$	0.8852	174.80
$γ$	0.0390	9.04
$λ_{1}$	0.1338	2.65
$λ_{2}$	0.7277	3.87
$λ_{3}$	0.1778	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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