Invesco DB Precious Metals Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:56.68% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 12.36 | |
| 0.0796 | 12.86 | |
| 0.9270 | 241.22 | |
| -0.0291 | -3.21 |
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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