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{type} for {date}

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	param	t-stat
$m$	86
$α$	0.0397	10.59
$β$	0.8829	169.98
$γ$	0.0410	9.17
$λ_{1}$	0.1349	2.53
$λ_{2}$	0.7311	3.66
$λ_{3}$	0.1723	0.72

V-Lab

Invesco DB Commodity Index Tracking Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:22.54% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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