Invesco DB Commodity Index Tracking Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
21.72%
decreased by 0.48%
1 Week
21.71%
decreased by 0.49%
1 Month
21.66%
decreased by 0.54%
Analysis last updated: Friday, May 29, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0209 | 5.79 | |
| 0.0635 | 6.80 | |
| 0.9285 | 95.67 | |
| -0.0002 | -0.22 |
Estimation Period:
Feb 3, 2006 to May 29, 2026
Feb 3, 2006 to May 29, 2026
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