Invesco DB Precious Metals Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:52.57% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 10.49 | |
| 0.1531 | 16.90 | |
| 0.9869 | 818.29 | |
| 0.0135 | 2.11 |
Estimation Period:
Jan 5, 2007 to Feb 13, 2026
Jan 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco DB Precious Metals Fund Analyses
Other EGARCH Analyses on ETFs