Invesco DB Commodity Index Tracking Fund Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.01%
unchanged at 0.00%
1 Week
22.05%
increased by 0.04%
1 Month
22.19%
increased by 0.18%
Analysis last updated: Tuesday, June 9, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2037 | 7.80 | |
| 0.0634 | 6.58 | |
| 0.9259 | 89.13 | |
| 0.0042 | 1.72 |
Estimation Period:
Feb 3, 2006 to Jun 5, 2026
Feb 3, 2006 to Jun 5, 2026
Other Invesco DB Commodity Index Tracking Fund Analyses
Other Spline-GARCH Analyses on ETFs