V-Lab
Invesco DB Gold Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 6th, 2023:13.26% (+0.65%)
Analysis last updated: Friday, March 3, 2023 at 11:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2704 | 8.17 | |
| 0.0491 | 3.31 | |
| 0.9362 | 53.67 | |
| 0.0024 | 2.98 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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