V-Lab: Invesco DB Silver Fund Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Invesco DB Silver Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 6th, 2023:28.78% (-0.02%)

Analysis last updated: Friday, March 3, 2023 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9821	6.66
$α$	0.0631	3.67
$β$	0.9150	44.08
$γ_{1}$	-0.0208	-2.22
$γ_{2}$	0.0503	2.86

Estimation Period:
Jan 5, 2007 to Mar 3, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts