Invesco DB Silver Fund AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
25.24%
1 Week
25.49%
1 Month
26.41%
Analysis last updated: Friday, March 3, 2023 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 13.80 | |
| 0.0696 | 17.55 | |
| 0.9172 | 230.21 | |
| -0.0460 | -1.00 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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