Invesco DB Commodity Index Tracking Fund GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
20.20%
decreased by 0.14%
1 Week
20.21%
decreased by 0.13%
1 Month
20.23%
decreased by 0.11%
Analysis last updated: Tuesday, June 16, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 15.02 | |
| 0.0636 | 25.81 | |
| 0.9282 | 355.63 |
Estimation Period:
Feb 3, 2006 to Jun 12, 2026
Feb 3, 2006 to Jun 12, 2026
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