V-Lab
Invesco DB Precious Metals Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:17.75% (-0.52%)
Analysis last updated: Thursday, May 2, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3540 | 8.30 | |
| 0.0552 | 3.55 | |
| 0.9285 | 51.71 | |
| 0.0037 | 1.35 |
Estimation Period:
Jan 5, 2007 to Apr 26, 2024
Jan 5, 2007 to Apr 26, 2024
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