V-Lab
Invesco DB Precious Metals Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.04% (-0.38%)
Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3190 | 8.21 | |
| 0.0554 | 3.62 | |
| 0.9289 | 52.67 | |
| 0.0023 | 3.32 |
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Jan 5, 2007 to Apr 26, 2024
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