Invesco DB Commodity Index Tracking Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.29% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9877 | 6.51 | |
| 0.0667 | 6.35 | |
| 0.9153 | 72.59 | |
| -0.0398 | -2.22 | |
| 0.0813 | 2.85 | |
| -0.0899 | -3.01 |
Estimation Period:
Feb 3, 2006 to Feb 6, 2026
Feb 3, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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