V-Lab
Invesco DB Commodity Index Tracking Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:12.65% (-0.20%)
Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9458 | 5.28 | |
| 0.0579 | 5.64 | |
| 0.9288 | 77.48 | |
| -0.0524 | -2.39 | |
| 0.0920 | 2.91 | |
| -0.0544 | -3.57 |
Estimation Period:
Feb 3, 2006 to Apr 26, 2024
Feb 3, 2006 to Apr 26, 2024
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