Invesco DB Precious Metals Fund GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.27%
decreased by 1.17%
1 Week
32.12%
decreased by 1.32%
1 Month
31.54%
decreased by 1.90%
Analysis last updated: Saturday, June 13, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 13.66 | |
| 0.0634 | 18.02 | |
| 0.9277 | 272.44 |
Estimation Period:
Jan 5, 2007 to Jun 12, 2026
Jan 5, 2007 to Jun 12, 2026
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