Invesco DB Silver Fund Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
28.78%
1 Week
29.29%
1 Month
31.01%
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 | |
|---|---|---|
| 0.9821 | 6.66 | |
| 0.0631 | 3.67 | |
| 0.9150 | 44.08 | |
| -0.0208 | -2.22 | |
| 0.0503 | 2.86 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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