Invesco DB Commodity Index Tracking Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
18.74%
decreased by 0.10%
1 Week
18.77%
decreased by 0.07%
1 Month
18.90%
increased by 0.06%
Analysis last updated: Tuesday, June 23, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0222 | 5.84 | |
| 0.0636 | 6.79 | |
| 0.9282 | 95.25 | |
| -0.0002 | -0.18 |
Estimation Period:
Feb 3, 2006 to Jun 18, 2026
Feb 3, 2006 to Jun 18, 2026
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