V-Lab
Invesco DB Precious Metals Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.43% (-0.51%)
Analysis last updated: Friday, April 26, 2024 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 11.04 | |
| 0.0554 | 13.94 | |
| 0.9347 | 232.63 | |
| -0.0719 | -3.43 | |
| 2.0164 | 19.64 |
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Jan 5, 2007 to Apr 26, 2024
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