Invesco DB Commodity Index Tracking Fund Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
25.41%
decreased by 0.70%
1 Week
25.37%
decreased by 0.74%
1 Month
25.23%
decreased by 0.88%
Analysis last updated: Friday, April 10, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2084 | 7.78 | |
| 0.0640 | 6.60 | |
| 0.9253 | 88.75 | |
| 0.0042 | 1.71 |
Estimation Period:
Feb 3, 2006 to Apr 10, 2026
Feb 3, 2006 to Apr 10, 2026
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