V-Lab
Invesco DB Commodity Index Tracking Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:18.64% (+0.62%)
Analysis last updated: Monday, November 4, 2024 at 10:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8917 | 5.66 | |
| 0.0620 | 5.99 | |
| 0.9216 | 73.09 | |
| -0.0619 | -2.91 | |
| 0.1172 | 3.53 | |
| -0.1122 | -3.81 |
Estimation Period:
Feb 3, 2006 to Nov 1, 2024
Feb 3, 2006 to Nov 1, 2024
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