V-Lab
Invesco DB Gold Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 6th, 2023:4.29% (+0.64%)
Analysis last updated: Friday, March 3, 2023 at 11:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.5023 | 56.72 | |
| 0.1076 | 44.26 | |
| 0.4754 | 33.14 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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