Invesco DB Precious Metals Fund AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
31.47%
decreased by 1.14%
1 Week
31.29%
decreased by 1.32%
1 Month
30.62%
decreased by 1.99%
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 | |
|---|---|---|
| 0.0167 | 12.24 | |
| 0.0643 | 18.44 | |
| 0.9255 | 275.77 | |
| -0.1526 | -5.43 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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