V-Lab
Invesco DB Commodity Index Tracking Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:21.42% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0135 | 5.63 | |
| 0.0617 | 6.52 | |
| 0.9308 | 95.32 | |
| -0.0003 | -0.27 |
Estimation Period:
Feb 3, 2006 to Jun 27, 2025
Feb 3, 2006 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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