V-Lab
Invesco DB Commodity Index Tracking Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.83% (-0.23%)
Analysis last updated: Friday, April 26, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8865 | 5.18 | |
| 0.0573 | 5.59 | |
| 0.9272 | 73.21 | |
| -0.0662 | -3.06 | |
| 0.1231 | 3.72 | |
| -0.1100 | -3.91 |
Estimation Period:
Feb 3, 2006 to Apr 26, 2024
Feb 3, 2006 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Invesco DB Commodity Index Tracking Fund Analyses