Invesco DB Commodity Index Tracking Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
25.17%
decreased by 0.01%
1 Week
25.10%
decreased by 0.08%
1 Month
24.87%
decreased by 0.31%
Analysis last updated: Monday, April 13, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0255 | 5.79 | |
| 0.0640 | 6.82 | |
| 0.9279 | 95.22 | |
| -0.0002 | -0.21 |
Estimation Period:
Feb 3, 2006 to Apr 10, 2026
Feb 3, 2006 to Apr 10, 2026
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