Invesco DB Commodity Index Tracking Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.76% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0440 | 6.07 | |
| 0.0623 | 6.56 | |
| 0.9291 | 93.98 | |
| 0.0001 | 0.06 |
Estimation Period:
Feb 3, 2006 to Dec 12, 2025
Feb 3, 2006 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Invesco DB Commodity Index Tracking Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs