V-Lab
Invesco DB Commodity Index Tracking Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:18.36% (-0.54%)
Analysis last updated: Tuesday, November 5, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0298 | 7.45 | |
| 0.8909 | 170.89 | |
| 0.0520 | 11.35 | |
| 0.0996 | 4.16 | |
| 0.6224 | 8.55 | |
| 0.3049 | 3.41 |
Estimation Period:
Feb 3, 2006 to Nov 1, 2024
Feb 3, 2006 to Nov 1, 2024
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