Invesco DB Precious Metals Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:56.61% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 11.43 | |
| 0.0653 | 18.24 | |
| 0.9249 | 269.09 | |
| -0.1611 | -5.73 |
Estimation Period:
Jan 5, 2007 to Feb 20, 2026
Jan 5, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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