Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:56.77% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 12.35 | |
| 0.0799 | 12.75 | |
| 0.9269 | 241.19 | |
| -0.0292 | -3.19 |
Estimation Period:
Jan 5, 2007 to Feb 13, 2026
Jan 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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