V-Lab
Invesco DB Silver Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 6th, 2023:25.22% (-0.04%)
Analysis last updated: Friday, March 3, 2023 at 11:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2328 | 7.16 | |
| 0.0631 | 3.79 | |
| 0.9223 | 50.50 | |
| 0.0019 | 2.13 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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