Invesco DB Silver Fund APARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
25.61%
1 Week
25.85%
1 Month
26.73%
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 | |
|---|---|---|
| 0.0500 | 9.92 | |
| 0.0674 | 15.37 | |
| 0.9236 | 213.30 | |
| -0.0375 | -1.86 | |
| 1.9209 | 24.06 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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